+40.2%
STM vs ENTG
+1,234.5%
-1,194.3%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | -0.8% |
| 7D | +5.8% | +2.8% | +3.0% | +4.4% |
| 30D | -1.0% | -4.7% | +3.7% | +0.7% |
| 3M | -33.3% | -0.7% | -32.5% | -33.8% |
| 6M | +57.4% | +7.7% | +49.6% | +50.2% |
| YTD | +102.2% | +65.1% | +37.1% | +59.5% |
| 1Y | +99.6% | +74.8% | +24.8% | +51.8% |
| 3Y | +14.5% | +36.9% | -22.4% | -5.4% |
| 5Y | +21.4% | +16.1% | +5.3% | +3.4% |
| 10Y | +695.0% | +740.3% | -45.4% | +223.5% |
| All | +40.2% | +1,234.5% | -1,194.3% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling