-77.1%
SE vs ENTG
-3.9%
-73.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | -0.9% |
| 7D | +3.3% | -7.6% | +10.9% | +6.1% |
| 30D | -18.2% | -15.5% | -2.7% | -13.7% |
| 3M | -31.3% | -7.8% | -23.4% | -31.2% |
| 6M | -10.1% | -5.9% | -4.2% | -16.3% |
| YTD | -38.9% | +66.7% | -105.6% | -59.1% |
| 1Y | -48.0% | +62.1% | -110.1% | -65.0% |
| 3Y | +78.8% | +56.3% | +22.6% | +2.6% |
| 5Y | -77.1% | -3.8% | -73.3% | -82.3% |
| All | -77.1% | -3.9% | -73.2% | -82.3% |
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