+2,502.1%
SOXX vs ENTG
+1,206.6%
+1,295.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -1.0% |
| 7D | +3.0% | +5.1% | -2.1% | +0.8% |
| 30D | -3.1% | -8.5% | +5.4% | +0.4% |
| 3M | -4.4% | +6.7% | -11.1% | -7.9% |
| 6M | +52.9% | +17.7% | +35.1% | +41.1% |
| YTD | +72.0% | +63.5% | +8.5% | +37.0% |
| 1Y | +105.1% | +73.6% | +31.5% | +57.5% |
| 3Y | +220.6% | +44.6% | +176.1% | +160.4% |
| 5Y | +244.8% | +16.1% | +228.7% | +196.4% |
| 10Y | +1,537.1% | +775.8% | +761.3% | +554.7% |
| All | +2,502.1% | +1,206.6% | +1,295.5% | +457.5% |
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