+3,772.8%
SHOP vs ENTG
+790.9%
+2,981.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | +2.1% | +22.8% | -20.7% | -8.6% |
| 30D | -16.8% | -4.9% | -12.0% | -16.7% |
| 3M | -2.4% | -4.8% | +2.4% | -3.8% |
| 6M | +47.0% | +5.6% | +41.4% | +25.2% |
| YTD | -8.8% | +82.4% | -91.2% | -47.5% |
| 1Y | -6.3% | +82.9% | -89.1% | -46.5% |
| 3Y | +139.3% | +62.1% | +77.2% | +32.8% |
| 5Y | -12.1% | +4.3% | -16.4% | -37.4% |
| All | +3,772.8% | +790.9% | +2,981.9% | +559.2% |
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