+1,197.2%
ENTG vs STT
+466.4%
+730.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.1% |
| 7D | +2.8% | +0.5% | +2.4% | +2.6% |
| 30D | -4.7% | +3.9% | -8.5% | -6.7% |
| 3M | -0.7% | +20.0% | -20.7% | -10.3% |
| 6M | +7.7% | +55.3% | -47.6% | -15.5% |
| YTD | +65.1% | +53.3% | +11.7% | +30.4% |
| 1Y | +74.8% | +74.7% | +0.1% | +29.2% |
| 3Y | +36.9% | +205.8% | -168.9% | -25.0% |
| 5Y | +16.1% | +145.0% | -128.9% | -29.3% |
| 10Y | +740.3% | +266.0% | +474.3% | +279.1% |
| All | +1,197.2% | +466.4% | +730.9% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling