+422.5%
STM vs ENTG
+810.6%
-388.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.4% | -2.7% | +0.8% |
| 7D | -5.6% | -7.6% | +2.0% | -0.5% |
| 30D | -14.4% | -15.5% | +1.0% | -5.3% |
| 3M | -20.5% | -7.8% | -12.6% | -17.4% |
| 6M | -24.5% | -5.9% | -18.6% | -24.3% |
| YTD | +72.7% | +66.7% | +5.9% | +17.1% |
| 1Y | +91.0% | +62.1% | +28.9% | +31.1% |
| 3Y | +13.5% | +56.3% | -42.7% | -26.8% |
| 5Y | -9.2% | -3.8% | -5.4% | -25.2% |
| 10Y | +422.5% | +770.1% | -347.5% | +10.2% |
| All | +422.5% | +810.6% | -388.1% | +10.2% |
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 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