+74.3%
ENTG vs STT
+76.7%
-2.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +3.0% |
| 7D | +8.9% | +2.2% | +6.8% | +6.4% |
| 30D | -7.2% | +3.9% | -11.1% | -11.0% |
| 3M | +6.4% | +19.2% | -12.8% | -12.2% |
| 6M | +25.7% | +60.4% | -34.7% | -27.0% |
| YTD | +67.9% | +51.5% | +16.4% | +1.1% |
| All | +74.3% | +76.7% | -2.4% | -12.0% |
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