+2,651.3%
SPGI vs ENTG
+1,131.8%
+1,519.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.5% |
| 7D | +0.3% | -17.1% | +17.4% | +3.7% |
| 30D | +18.4% | -23.0% | +41.4% | +23.5% |
| 3M | +15.7% | -10.2% | +25.9% | +16.1% |
| 6M | +17.3% | -17.8% | +35.0% | +16.2% |
| YTD | -4.7% | +52.4% | -57.1% | -18.7% |
| 1Y | +1.8% | +49.8% | -48.0% | -13.2% |
| 3Y | +31.7% | +42.1% | -10.4% | +7.4% |
| 5Y | +12.1% | -10.2% | +22.3% | -3.4% |
| 10Y | +341.9% | +756.0% | -414.0% | +127.8% |
| All | +2,651.3% | +1,131.8% | +1,519.5% | +800.7% |
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 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