+182.2%
SAP vs ENTG
+774.8%
-592.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | -0.3% | +8.9% | -9.2% | -2.2% |
| 30D | +2.6% | -7.2% | +9.8% | +3.8% |
| 3M | +16.3% | +6.4% | +9.8% | +10.0% |
| 6M | +6.4% | +25.7% | -19.3% | -5.3% |
| YTD | -11.4% | +67.9% | -79.3% | -28.6% |
| 1Y | -20.4% | +72.4% | -92.8% | -37.2% |
| 3Y | +56.5% | +48.4% | +8.1% | +21.1% |
| 5Y | +56.8% | +20.1% | +36.7% | +21.8% |
| All | +182.2% | +774.8% | -592.7% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 10y: compounded portfolio wealth divided by compounded ENTG 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…
10y analysis · Full analysis span regression · 6 months rolling