+768.1%
ENTG vs STT
+264.2%
+504.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | +8.9% | +2.2% | +6.8% | +7.4% |
| 30D | -7.2% | +3.9% | -11.1% | -9.5% |
| 3M | +6.4% | +19.2% | -12.8% | -4.8% |
| 6M | +25.7% | +60.4% | -34.7% | -6.4% |
| YTD | +67.9% | +51.5% | +16.4% | +29.5% |
| 1Y | +72.4% | +76.3% | -3.9% | +22.0% |
| 3Y | +48.4% | +200.7% | -152.3% | -22.8% |
| 5Y | +20.1% | +157.5% | -137.4% | -33.4% |
| 10Y | +768.1% | +262.0% | +506.2% | +259.4% |
| All | +768.1% | +264.2% | +504.0% | +259.4% |
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