+82.6%
SPYM vs ENTG
+15.6%
+67.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.2% |
| 7D | -2.0% | +5.1% | -7.1% | -3.1% |
| 30D | -1.6% | -8.5% | +6.9% | -0.1% |
| 3M | +4.7% | +6.7% | -2.0% | +0.8% |
| 6M | +12.6% | +17.7% | -5.2% | +4.8% |
| YTD | +11.8% | +63.5% | -51.7% | -4.6% |
| 1Y | +17.5% | +73.6% | -56.0% | -2.4% |
| 3Y | +77.0% | +44.6% | +32.4% | +45.8% |
| 5Y | +82.6% | +16.1% | +66.5% | +53.0% |
| All | +82.6% | +15.6% | +67.0% | +53.0% |
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