+194.9%
SO vs ENTG
+753.2%
-558.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.1% |
| 7D | -0.1% | -9.3% | +9.2% | +0.3% |
| 30D | +8.7% | -16.4% | +25.0% | +9.4% |
| 3M | +3.4% | -3.8% | +7.2% | +3.2% |
| 6M | +3.7% | -6.9% | +10.6% | +3.0% |
| YTD | +10.0% | +65.0% | -54.9% | +4.2% |
| 1Y | +6.6% | +61.7% | -55.1% | +0.9% |
| 3Y | +52.5% | +46.6% | +5.9% | +41.0% |
| 5Y | +76.1% | -2.7% | +78.7% | +66.2% |
| 10Y | +194.9% | +743.3% | -548.4% | +111.3% |
| All | +194.9% | +753.2% | -558.3% | +111.3% |
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