+3,403.5%
ENTG vs STLA
+178.7%
+3,224.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.6% | +0.1% |
| 7D | -9.3% | -4.9% | -4.4% | -7.7% |
| 30D | -16.4% | -4.9% | -11.5% | -15.3% |
| 3M | -3.8% | -23.7% | +19.8% | +3.7% |
| 6M | -6.9% | -45.0% | +38.0% | +11.7% |
| YTD | +65.0% | -60.9% | +125.9% | +116.5% |
| 1Y | +61.7% | -58.9% | +120.6% | +108.5% |
| 3Y | +46.6% | -74.4% | +121.1% | +117.3% |
| 5Y | -2.7% | -71.5% | +68.8% | +38.5% |
| 10Y | +743.3% | +5.3% | +738.0% | +798.8% |
| All | +3,403.5% | +178.7% | +3,224.8% | +3,380.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling