+96.5%
STM vs ENTG
+63.3%
+33.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.5% | +0.4% | -2.3% |
| 7D | -6.0% | -10.3% | +4.3% | +0.3% |
| 30D | -20.9% | -14.4% | -6.6% | -13.8% |
| 3M | -15.8% | -1.1% | -14.6% | -16.1% |
| 6M | -17.0% | +3.0% | -20.0% | -20.8% |
| YTD | +76.8% | +70.1% | +6.7% | +26.6% |
| 1Y | +96.5% | +65.7% | +30.7% | +41.2% |
| All | +96.5% | +63.3% | +33.2% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling