+515.0%
STRL vs ENTG
+44.2%
+470.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.2% | -0.4% | +2.2% |
| 7D | +3.4% | +2.8% | +0.6% | +1.7% |
| 30D | -9.2% | -4.7% | -4.6% | -6.8% |
| 3M | -51.0% | -0.7% | -50.3% | -52.0% |
| 6M | +15.8% | +7.7% | +8.1% | +9.7% |
| YTD | +58.9% | +65.1% | -6.2% | +20.9% |
| 1Y | +68.5% | +74.8% | -6.3% | +24.2% |
| All | +515.0% | +44.2% | +470.9% | +419.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling