+175.8%
SLV vs ENTG
+757.2%
-581.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.7% |
| 7D | -5.8% | +15.2% | -21.0% | -7.8% |
| 30D | -12.1% | -3.6% | -8.5% | -12.1% |
| 3M | -24.1% | -10.0% | -14.2% | -23.5% |
| 6M | -44.4% | +1.8% | -46.2% | -45.6% |
| YTD | -31.5% | +75.5% | -107.0% | -37.4% |
| 1Y | -6.9% | +82.4% | -89.3% | -15.3% |
| 3Y | +116.0% | +58.5% | +57.5% | +95.3% |
| 5Y | +88.4% | +0.4% | +88.1% | +73.8% |
| All | +175.8% | +757.2% | -581.4% | +125.4% |
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