+9.5%
SPGI vs ENTG
+15.6%
-6.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.7% | -2.3% |
| 7D | +0.1% | +2.8% | -2.7% | -0.2% |
| 30D | +8.4% | -4.7% | +13.1% | +8.7% |
| 3M | +11.8% | -0.7% | +12.6% | +9.3% |
| 6M | +5.7% | +7.7% | -2.0% | +1.0% |
| YTD | -9.7% | +65.1% | -74.7% | -20.9% |
| 1Y | -12.5% | +74.8% | -87.2% | -25.3% |
| 3Y | +21.8% | +36.9% | -15.1% | +3.6% |
| All | +9.5% | +15.6% | -6.2% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling