-67.0%
SE vs ENTG
+18.8%
-85.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.4% |
| 7D | +0.6% | +8.9% | -8.3% | -3.2% |
| 30D | -0.1% | -7.2% | +7.1% | +2.3% |
| 3M | +34.1% | +6.4% | +27.7% | +21.8% |
| 6M | +23.2% | +25.7% | -2.5% | 0.0% |
| YTD | -11.2% | +67.9% | -79.0% | -39.1% |
| 1Y | -40.5% | +72.4% | -112.9% | -61.2% |
| 3Y | +196.3% | +48.4% | +147.9% | +81.5% |
| 5Y | -67.0% | +20.1% | -87.1% | -76.0% |
| All | -67.0% | +18.8% | -85.8% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling