+1,197.2%
ENTG vs STZ
+2,238.3%
-1,041.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.5% |
| 7D | +2.8% | -1.9% | +4.8% | +3.7% |
| 30D | -4.7% | -1.9% | -2.8% | -4.1% |
| 3M | -0.7% | -6.2% | +5.5% | +1.0% |
| 6M | +7.7% | -14.0% | +21.7% | +13.1% |
| YTD | +65.1% | -5.1% | +70.2% | +64.4% |
| 1Y | +74.8% | -9.6% | +84.4% | +77.5% |
| 3Y | +36.9% | -47.2% | +84.1% | +73.5% |
| 5Y | +16.1% | -33.6% | +49.7% | +32.8% |
| 10Y | +740.3% | -9.8% | +750.1% | +694.8% |
| All | +1,197.2% | +2,238.3% | -1,041.1% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling