+21.0%
STM vs ENTG
+15.6%
+5.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | -1.7% |
| 7D | +5.8% | +2.8% | +3.0% | +4.0% |
| 30D | -1.0% | -4.7% | +3.7% | +1.1% |
| 3M | -33.3% | -0.7% | -32.5% | -34.6% |
| 6M | +57.4% | +7.7% | +49.6% | +46.0% |
| YTD | +102.2% | +65.1% | +37.1% | +45.4% |
| 1Y | +99.6% | +74.8% | +24.8% | +35.9% |
| 3Y | +14.5% | +36.9% | -22.4% | -14.9% |
| All | +21.0% | +15.6% | +5.3% | -5.5% |
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