+710.6%
SPY vs ENTG
+1,318.8%
-608.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.4% |
| 7D | +2.6% | +15.2% | -12.6% | -0.5% |
| 30D | -2.0% | -3.6% | +1.7% | -2.0% |
| 3M | -2.8% | -10.0% | +7.2% | -2.0% |
| 6M | +2.1% | +1.8% | +0.4% | -1.6% |
| YTD | +11.5% | +75.5% | -64.0% | -5.4% |
| 1Y | +13.5% | +82.4% | -68.9% | -4.7% |
| 3Y | +77.7% | +58.5% | +19.2% | +47.5% |
| 5Y | +72.6% | +0.4% | +72.3% | +51.0% |
| 10Y | +308.2% | +759.6% | -451.4% | +126.7% |
| All | +710.6% | +1,318.8% | -608.2% | +188.5% |
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