+725.6%
SPY vs ENTG
+1,234.5%
-508.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.5% | -1.6% |
| 7D | +0.1% | +2.8% | -2.7% | -0.5% |
| 30D | +0.1% | -4.7% | +4.7% | +0.6% |
| 3M | +2.0% | -0.7% | +2.7% | -0.1% |
| 6M | +13.0% | +7.7% | +5.3% | +8.0% |
| YTD | +13.5% | +65.1% | -51.5% | -1.4% |
| 1Y | +20.0% | +74.8% | -54.8% | +2.0% |
| 3Y | +77.2% | +36.9% | +40.3% | +52.8% |
| 5Y | +81.9% | +16.1% | +65.8% | +55.9% |
| 10Y | +314.1% | +740.3% | -426.3% | +133.4% |
| All | +725.6% | +1,234.5% | -508.9% | +200.7% |
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