+15.4%
SOFI vs ENTG
+16.8%
-1.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | -0.5% |
| 7D | -4.9% | +1.2% | -6.1% | -5.6% |
| 30D | -3.5% | -12.9% | +9.4% | +3.0% |
| 3M | +3.9% | -3.1% | +7.0% | +0.1% |
| 6M | -6.5% | +21.0% | -27.5% | -23.1% |
| YTD | -33.8% | +67.0% | -100.8% | -56.3% |
| 1Y | -33.3% | +68.6% | -101.9% | -57.0% |
| 3Y | +94.6% | +48.6% | +46.0% | +25.4% |
| All | +15.4% | +16.8% | -1.4% | -7.1% |
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