+1,197.2%
ENTG vs STLD
+16,921.5%
-15,724.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.9% |
| 7D | +2.8% | +3.1% | -0.3% | +1.2% |
| 30D | -4.7% | -9.0% | +4.3% | -0.9% |
| 3M | -0.7% | -12.4% | +11.6% | +4.2% |
| 6M | +7.7% | +25.5% | -17.8% | -3.7% |
| YTD | +65.1% | +43.6% | +21.4% | +38.5% |
| 1Y | +74.8% | +87.2% | -12.4% | +30.3% |
| 3Y | +36.9% | +135.2% | -98.3% | -8.6% |
| 5Y | +16.1% | +290.9% | -274.8% | -40.5% |
| 10Y | +740.3% | +1,113.5% | -373.1% | +128.6% |
| All | +1,197.2% | +16,921.5% | -15,724.2% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling