+73.2%
SAP vs ENTG
+53.1%
+20.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.7% | +1.2% |
| 7D | +1.6% | -7.6% | +9.2% | +2.0% |
| 30D | +10.5% | -15.5% | +26.0% | +11.4% |
| 3M | +15.2% | -7.8% | +23.0% | +15.1% |
| 6M | +36.7% | -5.9% | +42.6% | +34.3% |
| YTD | -0.6% | +66.7% | -67.3% | -13.7% |
| 1Y | -4.1% | +62.1% | -66.2% | -16.5% |
| 3Y | +73.2% | +56.3% | +17.0% | +47.0% |
| All | +73.2% | +53.1% | +20.1% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling