+224.0%
SAP vs ENTG
+753.2%
-529.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -1.3% |
| 7D | +1.5% | -9.3% | +10.8% | +3.1% |
| 30D | +8.8% | -16.4% | +25.2% | +11.7% |
| 3M | +12.1% | -3.8% | +15.9% | +10.7% |
| 6M | +34.6% | -6.9% | +41.5% | +28.9% |
| YTD | -2.1% | +65.0% | -67.1% | -22.0% |
| 1Y | -5.5% | +61.7% | -67.2% | -24.6% |
| 3Y | +67.4% | +46.6% | +20.8% | +28.2% |
| 5Y | +74.6% | -2.7% | +77.3% | +43.7% |
| 10Y | +224.0% | +743.3% | -519.3% | +36.6% |
| All | +224.0% | +753.2% | -529.2% | +36.6% |
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