+2,941.1%
SHOP vs ENTG
+778.5%
+2,162.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +1.9% |
| 7D | -13.2% | +5.1% | -18.3% | -15.8% |
| 30D | -17.0% | -8.5% | -8.5% | -14.0% |
| 3M | +17.0% | +6.7% | +10.3% | +3.0% |
| 6M | -2.1% | +17.7% | -19.9% | -22.5% |
| YTD | -21.4% | +63.5% | -84.8% | -50.4% |
| 1Y | -11.0% | +73.6% | -84.6% | -47.1% |
| 3Y | +100.9% | +44.6% | +56.4% | +22.2% |
| 5Y | -14.7% | +16.1% | -30.8% | -41.9% |
| All | +2,941.1% | +778.5% | +2,162.6% | +527.2% |
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