+84.9%
ENTG vs STZ
+15.1%
+69.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -1.0% | +12.2% | +11.0% |
| 7D | +7.9% | -0.9% | +8.9% | +7.6% |
| 30D | -3.6% | +14.9% | -18.5% | -0.3% |
| 3M | +2.7% | +8.4% | -5.7% | +6.6% |
| 6M | +3.6% | +2.8% | +0.7% | +7.9% |
| YTD | +83.6% | +7.5% | +76.1% | +74.4% |
| 1Y | +84.9% | +12.5% | +72.3% | +74.7% |
| All | +84.9% | +15.1% | +69.8% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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