+770.1%
ENTG vs STT
+211.9%
+558.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.2% | +6.2% | +7.4% |
| 7D | -7.6% | +0.9% | -8.5% | -7.8% |
| 30D | -15.5% | -2.3% | -13.1% | -13.7% |
| 3M | -7.8% | -7.0% | -0.9% | -3.1% |
| 6M | -5.9% | +15.5% | -21.4% | -13.7% |
| YTD | +66.7% | +35.6% | +31.2% | +38.8% |
| 1Y | +62.1% | +47.9% | +14.2% | +28.2% |
| 3Y | +56.3% | +181.1% | -124.8% | -14.2% |
| 5Y | -3.8% | +108.2% | -112.0% | -39.2% |
| 10Y | +770.1% | +201.0% | +569.1% | +342.7% |
| All | +770.1% | +211.9% | +558.2% | +342.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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