+551.1%
SCHD vs ENTG
+1,766.6%
-1,215.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.4% |
| 7D | -3.1% | +5.1% | -8.2% | -4.1% |
| 30D | -0.8% | -8.5% | +7.7% | +0.5% |
| 3M | +6.2% | +6.7% | -0.5% | +2.1% |
| 6M | +11.8% | +17.7% | -5.9% | +4.1% |
| YTD | +26.0% | +63.5% | -37.5% | +8.2% |
| 1Y | +28.1% | +73.6% | -45.4% | +7.3% |
| 3Y | +54.6% | +44.6% | +10.0% | +27.8% |
| 5Y | +60.3% | +16.1% | +44.2% | +31.7% |
| 10Y | +242.1% | +775.8% | -533.7% | +57.4% |
| All | +551.1% | +1,766.6% | -1,215.5% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling