+316.9%
SPYM vs ENTG
+797.5%
-480.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | 0.0% |
| 7D | -1.0% | +1.2% | -2.2% | -1.4% |
| 30D | -1.3% | -12.9% | +11.5% | +1.8% |
| 3M | +3.6% | -3.1% | +6.7% | +1.7% |
| 6M | +13.3% | +21.0% | -7.7% | +3.4% |
| YTD | +12.4% | +67.0% | -54.6% | -7.2% |
| 1Y | +17.3% | +68.6% | -51.4% | -4.7% |
| 3Y | +76.8% | +48.6% | +28.1% | +40.0% |
| 5Y | +83.6% | +18.6% | +65.0% | +46.2% |
| All | +316.9% | +797.5% | -480.6% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling