-16.1%
SPGI vs ENTG
+71.8%
-87.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.0% |
| 7D | -2.5% | +8.9% | -11.4% | -1.6% |
| 30D | +5.4% | -7.2% | +12.6% | +4.9% |
| 3M | +9.0% | +6.4% | +2.6% | +9.6% |
| 6M | +0.8% | +25.7% | -24.9% | +2.3% |
| YTD | -12.6% | +67.9% | -80.4% | -10.6% |
| 1Y | -16.1% | +72.4% | -88.5% | -14.8% |
| All | -16.1% | +71.8% | -87.9% | -14.8% |
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