+363.5%
SE vs ENTG
+404.2%
-40.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +2.8% |
| 7D | -0.5% | +15.2% | -15.7% | -7.2% |
| 30D | -20.9% | -3.6% | -17.3% | -21.5% |
| 3M | -38.9% | -10.0% | -28.9% | -38.4% |
| 6M | -19.4% | +1.8% | -21.2% | -28.3% |
| YTD | -40.9% | +75.5% | -116.4% | -61.8% |
| 1Y | -46.2% | +82.4% | -128.6% | -66.2% |
| 3Y | +63.7% | +58.5% | +5.2% | -4.1% |
| 5Y | -77.9% | +0.4% | -78.3% | -83.7% |
| All | +363.5% | +404.2% | -40.8% | +61.1% |
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