+2.2%
SPGI vs ENTG
+56.2%
-53.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.4% |
| 7D | +1.6% | -9.3% | +10.9% | +0.6% |
| 30D | +16.1% | -16.4% | +32.4% | +14.4% |
| 3M | +15.5% | -3.8% | +19.3% | +15.7% |
| 6M | +19.6% | -6.9% | +26.6% | +20.0% |
| YTD | -3.6% | +65.0% | -68.6% | -4.7% |
| 1Y | +2.2% | +61.7% | -59.5% | +0.9% |
| All | +2.2% | +56.2% | -53.9% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling