+0.4%
SPGI vs ENTG
+78.6%
-78.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +0.7% |
| 7D | +1.2% | +15.2% | -13.9% | +2.7% |
| 30D | +15.9% | -3.6% | +19.6% | +15.9% |
| 3M | +12.3% | -10.0% | +22.3% | +12.0% |
| 6M | +23.7% | +1.8% | +21.9% | +24.8% |
| YTD | -3.5% | +75.5% | -79.0% | -5.0% |
| 1Y | +0.4% | +82.4% | -82.0% | -1.7% |
| All | +0.4% | +78.6% | -78.2% | -1.7% |
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