+7.5%
SMR vs ENTG
+11.4%
-4.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -4.0% |
| 7D | +13.1% | +8.9% | +4.1% | +8.2% |
| 30D | +17.8% | -0.8% | +18.6% | +17.5% |
| 3M | +8.1% | +6.6% | +1.5% | +2.4% |
| 6M | -11.1% | +22.1% | -33.2% | -21.2% |
| YTD | -23.7% | +70.2% | -93.9% | -42.7% |
| 1Y | -69.4% | +76.7% | -146.1% | -77.0% |
| 3Y | +82.6% | +50.5% | +32.1% | +49.2% |
| All | +7.5% | +11.4% | -4.0% | -13.2% |
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 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