-14.4%
SMR vs ENTG
+9.3%
-23.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.2% | -17.8% | -16.8% |
| 7D | -11.2% | +1.2% | -12.4% | -11.8% |
| 30D | -10.2% | -12.9% | +2.6% | -4.2% |
| 3M | -10.0% | -3.1% | -7.0% | -10.6% |
| 6M | -30.5% | +21.0% | -51.5% | -38.1% |
| YTD | -39.2% | +67.0% | -106.2% | -54.0% |
| 1Y | -75.5% | +68.6% | -144.2% | -81.2% |
| 3Y | +45.4% | +48.6% | -3.2% | +19.6% |
| All | -14.4% | +9.3% | -23.8% | -30.3% |
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 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