+326.9%
SCHW vs ENTG
+1,275.8%
-948.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -1.6% | +8.9% | -10.5% | -4.0% |
| 30D | -1.1% | -0.8% | -0.2% | -1.4% |
| 3M | +20.4% | +6.6% | +13.8% | +13.2% |
| 6M | +13.6% | +22.1% | -8.5% | +1.0% |
| YTD | +7.7% | +70.2% | -62.5% | -14.6% |
| 1Y | +15.2% | +76.7% | -61.5% | -11.0% |
| 3Y | +87.1% | +50.5% | +36.7% | +41.7% |
| 5Y | +57.5% | +21.8% | +35.7% | +18.9% |
| 10Y | +295.1% | +811.7% | -516.6% | +51.1% |
| All | +326.9% | +1,275.8% | -948.8% | -7.5% |
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