+196.4%
SO vs ENTG
+757.2%
-560.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.4% |
| 7D | +1.4% | +15.2% | -13.8% | +0.6% |
| 30D | +4.7% | -3.6% | +8.3% | +4.7% |
| 3M | +1.7% | -10.0% | +11.6% | +1.9% |
| 6M | +2.2% | +1.8% | +0.4% | +0.9% |
| YTD | +10.0% | +75.5% | -65.5% | +3.8% |
| 1Y | +6.0% | +82.4% | -76.4% | -0.4% |
| 3Y | +54.1% | +58.5% | -4.4% | +41.7% |
| 5Y | +79.6% | +0.4% | +79.3% | +69.9% |
| All | +196.4% | +757.2% | -560.8% | +112.1% |
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