-25.9%
STRL vs ENTG
+63.3%
-89.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -6.5% | -15.0% | -16.8% |
| 7D | -27.1% | -10.3% | -16.7% | -20.3% |
| 30D | -45.8% | -14.4% | -31.4% | -39.1% |
| 3M | -47.6% | -1.1% | -46.5% | -47.1% |
| 6M | -46.4% | +3.0% | -49.4% | -48.7% |
| YTD | -7.4% | +70.1% | -77.5% | -35.1% |
| 1Y | -25.9% | +65.7% | -91.6% | -47.0% |
| All | -25.9% | +63.3% | -89.2% | -47.0% |
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