+47.6%
SOFI vs ENTG
+48.8%
-1.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -2.0% |
| 7D | +5.6% | +8.9% | -3.3% | +0.8% |
| 30D | -2.0% | -7.2% | +5.2% | +1.1% |
| 3M | +9.2% | +6.4% | +2.7% | -0.3% |
| 6M | -4.7% | +25.7% | -30.4% | -23.6% |
| YTD | -31.2% | +67.9% | -99.1% | -54.9% |
| 1Y | -30.6% | +72.4% | -103.0% | -56.2% |
| 3Y | +110.6% | +48.4% | +62.2% | +35.3% |
| 5Y | +16.4% | +20.1% | -3.6% | -15.0% |
| All | +47.6% | +48.8% | -1.1% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling