+311.0%
SPYM vs ENTG
+757.2%
-446.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.5% |
| 7D | +2.6% | +15.2% | -12.6% | -1.2% |
| 30D | -2.0% | -3.6% | +1.6% | -2.1% |
| 3M | -2.8% | -10.0% | +7.2% | -1.8% |
| 6M | +2.2% | +1.8% | +0.4% | -2.8% |
| YTD | +11.5% | +75.5% | -64.0% | -10.3% |
| 1Y | +13.5% | +82.4% | -68.9% | -10.0% |
| 3Y | +78.0% | +58.5% | +19.5% | +37.2% |
| 5Y | +73.1% | +0.4% | +72.8% | +44.9% |
| All | +311.0% | +757.2% | -446.2% | +76.8% |
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