+16.2%
ENTG vs STT
+145.1%
-128.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.0% |
| 7D | +2.8% | +0.5% | +2.4% | +2.4% |
| 30D | -4.7% | +3.9% | -8.5% | -7.6% |
| 3M | -0.7% | +20.0% | -20.7% | -14.2% |
| 6M | +7.7% | +55.3% | -47.6% | -24.0% |
| YTD | +65.1% | +53.3% | +11.7% | +17.3% |
| 1Y | +74.8% | +74.7% | +0.1% | +13.0% |
| 3Y | +36.9% | +205.8% | -168.9% | -41.2% |
| All | +16.2% | +145.1% | -128.9% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling