+3,405.5%
ENTG vs STLA
+263.8%
+3,141.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.7% |
| 7D | +2.8% | +2.6% | +0.2% | +1.9% |
| 30D | -4.7% | -1.2% | -3.4% | -4.8% |
| 3M | -0.7% | -24.8% | +24.0% | +8.5% |
| 6M | +7.7% | -25.6% | +33.3% | +18.2% |
| YTD | +65.1% | -48.9% | +114.0% | +100.1% |
| 1Y | +74.8% | -38.8% | +113.6% | +99.2% |
| 3Y | +36.9% | -64.5% | +101.4% | +83.6% |
| 5Y | +16.1% | -62.4% | +78.5% | +52.1% |
| 10Y | +740.3% | +55.4% | +685.0% | +711.1% |
| All | +3,405.5% | +263.8% | +3,141.7% | +3,116.5% |
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