+568.6%
SE vs ENTG
+388.9%
+179.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.7% |
| 7D | -3.6% | +8.9% | -12.6% | -7.5% |
| 30D | -5.3% | -0.8% | -4.5% | -5.8% |
| 3M | +28.1% | +6.6% | +21.5% | +15.8% |
| 6M | +20.7% | +22.1% | -1.4% | -0.9% |
| YTD | -14.8% | +70.2% | -85.0% | -42.3% |
| 1Y | -43.6% | +76.7% | -120.3% | -63.8% |
| 3Y | +184.2% | +50.5% | +133.7% | +76.1% |
| 5Y | -66.3% | +21.8% | -88.1% | -76.9% |
| All | +568.6% | +388.9% | +179.6% | +143.6% |
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