+657.6%
STM vs ENTG
+761.6%
-104.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.6% |
| 7D | +5.2% | +8.9% | -3.7% | -0.5% |
| 30D | -7.4% | -7.2% | -0.1% | -3.6% |
| 3M | -30.6% | +6.4% | -37.0% | -35.5% |
| 6M | +66.4% | +25.7% | +40.7% | +38.3% |
| YTD | +101.1% | +67.9% | +33.3% | +36.7% |
| 1Y | +97.4% | +72.4% | +25.0% | +28.6% |
| 3Y | +21.1% | +48.4% | -27.3% | -19.0% |
| 5Y | +22.5% | +20.1% | +2.4% | -14.2% |
| 10Y | +657.6% | +768.1% | -110.6% | +45.6% |
| All | +657.6% | +761.6% | -104.0% | +45.6% |
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