+296.4%
SPGI vs ENTG
+786.9%
-490.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -3.9% | -2.8% |
| 7D | -3.1% | +8.9% | -12.0% | -4.8% |
| 30D | +2.0% | -0.8% | +2.9% | +1.7% |
| 3M | +4.3% | +6.6% | -2.2% | -0.6% |
| 6M | -0.2% | +22.1% | -22.3% | -9.4% |
| YTD | -14.8% | +70.2% | -85.0% | -29.9% |
| 1Y | -18.5% | +76.7% | -95.3% | -34.9% |
| 3Y | +16.0% | +50.5% | -34.5% | -9.8% |
| 5Y | +2.2% | +21.8% | -19.6% | -21.0% |
| 10Y | +296.4% | +811.7% | -515.3% | +49.9% |
| All | +296.4% | +786.9% | -490.4% | +49.9% |
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