-10.8%
SHOP vs ENTG
+19.9%
-30.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.3% | -8.4% |
| 7D | -4.1% | +8.9% | -13.0% | -8.2% |
| 30D | -11.5% | -7.2% | -4.3% | -9.3% |
| 3M | +21.1% | +6.4% | +14.6% | +7.7% |
| 6M | +3.0% | +25.7% | -22.7% | -20.7% |
| YTD | -16.7% | +67.9% | -84.6% | -47.7% |
| 1Y | -8.3% | +72.4% | -80.7% | -44.7% |
| 3Y | +112.8% | +48.4% | +64.4% | +27.1% |
| All | -10.8% | +19.9% | -30.8% | -35.6% |
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 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