+0.2%
ENTG vs STLD
+274.1%
-273.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.5% | -1.9% |
| 7D | +15.2% | +2.9% | +12.3% | +13.4% |
| 30D | -3.6% | -5.6% | +1.9% | +0.5% |
| 3M | -10.0% | -11.7% | +1.8% | -2.9% |
| 6M | +1.8% | -2.8% | +4.6% | +2.4% |
| YTD | +75.5% | +36.4% | +39.0% | +44.4% |
| 1Y | +82.4% | +50.0% | +32.4% | +42.1% |
| 3Y | +58.5% | +122.3% | -63.8% | -1.4% |
| All | +0.2% | +274.1% | -273.8% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling