+81.7%
SPY vs ENTG
+21.6%
+60.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.8% |
| 7D | -0.4% | +8.9% | -9.3% | -2.2% |
| 30D | -1.4% | -0.8% | -0.6% | -1.6% |
| 3M | +3.7% | +6.6% | -2.8% | -0.2% |
| 6M | +13.0% | +22.1% | -9.1% | +4.3% |
| YTD | +12.4% | +70.2% | -57.8% | -5.2% |
| 1Y | +18.5% | +76.7% | -58.2% | -2.2% |
| 3Y | +77.6% | +50.5% | +27.2% | +44.6% |
| 5Y | +81.7% | +21.8% | +59.9% | +50.3% |
| All | +81.7% | +21.6% | +60.1% | +50.3% |
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