+76.7%
ENTG vs STZ
-14.3%
+91.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +8.9% | -6.0% | +15.0% | +9.0% |
| 30D | -0.8% | -8.9% | +8.1% | -0.7% |
| 3M | +6.6% | -12.6% | +19.1% | +7.0% |
| 6M | +22.1% | -17.2% | +39.3% | +22.6% |
| YTD | +70.2% | -10.0% | +80.2% | +61.0% |
| 1Y | +76.7% | -14.3% | +91.0% | +66.3% |
| All | +76.7% | -14.3% | +91.0% | +66.3% |
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