+61.7%
ENTG vs STT
+48.0%
+13.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.5% |
| 7D | -9.3% | +1.1% | -10.4% | -9.9% |
| 30D | -16.4% | -1.9% | -14.5% | -14.2% |
| 3M | -3.8% | -7.6% | +3.7% | +4.4% |
| 6M | -6.9% | +16.0% | -22.9% | -20.3% |
| YTD | +65.0% | +36.2% | +28.8% | +11.8% |
| 1Y | +61.7% | +46.8% | +14.9% | -5.5% |
| All | +61.7% | +48.0% | +13.7% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling