+2,694.3%
SPGI vs ENTG
+1,384.4%
+1,309.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.3% | -10.9% | -1.8% |
| 7D | -1.4% | +7.9% | -9.3% | -3.2% |
| 30D | +15.3% | -3.6% | +18.8% | +14.8% |
| 3M | +16.5% | +2.7% | +13.8% | +13.7% |
| 6M | +19.8% | +3.6% | +16.3% | +13.2% |
| YTD | -3.2% | +83.6% | -86.8% | -20.6% |
| 1Y | +1.8% | +84.9% | -83.1% | -16.9% |
| 3Y | +30.6% | +63.2% | -32.6% | +3.6% |
| 5Y | +16.0% | +4.9% | +11.1% | -3.1% |
| 10Y | +338.6% | +799.3% | -460.7% | +123.7% |
| All | +2,694.3% | +1,384.4% | +1,309.9% | +780.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling