+100.8%
STM vs ENTG
+75.0%
+25.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.6% |
| 7D | +1.7% | +8.9% | -7.3% | -3.2% |
| 30D | -5.2% | -0.8% | -4.3% | -5.2% |
| 3M | -29.6% | +6.6% | -36.2% | -33.5% |
| 6M | +54.4% | +22.1% | +32.3% | +35.4% |
| YTD | +99.5% | +70.2% | +29.3% | +49.6% |
| 1Y | +100.8% | +76.7% | +24.0% | +45.0% |
| All | +100.8% | +75.0% | +25.7% | +45.0% |
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 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