+58.7%
SO vs ENTG
+18.8%
+39.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +1.0% |
| 7D | +1.0% | +8.9% | -7.9% | +1.0% |
| 30D | -3.2% | -7.2% | +4.0% | -3.2% |
| 3M | -1.7% | +6.4% | -8.1% | -1.8% |
| 6M | -7.2% | +25.7% | -32.9% | -7.5% |
| YTD | +4.6% | +67.9% | -63.3% | +3.8% |
| 1Y | +1.2% | +72.4% | -71.2% | +0.2% |
| 3Y | +45.3% | +48.4% | -3.2% | +42.1% |
| 5Y | +58.7% | +20.1% | +38.7% | +50.1% |
| All | +58.7% | +18.8% | +39.9% | +50.1% |
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 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