+340.6%
STRL vs ENTG
+57.0%
+283.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -0.7% |
| 7D | +15.7% | +15.2% | +0.5% | +6.1% |
| 30D | -35.5% | -3.6% | -31.8% | -33.5% |
| 3M | -47.1% | -10.0% | -37.2% | -43.3% |
| 6M | -65.8% | +1.8% | -67.6% | -66.7% |
| YTD | -4.5% | +75.5% | -80.0% | -29.4% |
| 1Y | -10.5% | +82.4% | -92.9% | -35.3% |
| 3Y | +340.6% | +58.5% | +282.1% | +273.3% |
| All | +340.6% | +57.0% | +283.6% | +273.3% |
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