+695.0%
ENTG vs STLD
+761.4%
-66.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -17.1% | -11.1% | -6.0% | -12.0% |
| 30D | -23.0% | -4.8% | -18.2% | -20.6% |
| 3M | -10.2% | -14.6% | +4.3% | -3.2% |
| 6M | -17.8% | -7.4% | -10.4% | -15.2% |
| YTD | +52.4% | +32.6% | +19.8% | +32.6% |
| 1Y | +49.8% | +47.3% | +2.5% | +24.2% |
| 3Y | +42.1% | +107.5% | -65.4% | +0.8% |
| 5Y | -10.2% | +268.8% | -279.1% | -50.7% |
| All | +695.0% | +761.4% | -66.3% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling