+46.6%
ENTG vs STZ
-34.1%
+80.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -9.3% | +5.3% | -14.6% | -9.8% |
| 30D | -16.4% | +19.6% | -36.0% | -19.0% |
| 3M | -3.8% | +10.0% | -13.8% | -5.3% |
| 6M | -6.9% | -0.3% | -6.7% | -6.1% |
| YTD | +65.0% | +8.6% | +56.4% | +58.2% |
| 1Y | +61.7% | +16.6% | +45.1% | +50.8% |
| 3Y | +46.6% | -34.8% | +81.4% | +54.9% |
| All | +46.6% | -34.1% | +80.7% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling