+197.9%
SWKS vs ENTG
+1,131.8%
-933.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.1% |
| 7D | -6.2% | -17.1% | +11.0% | +1.4% |
| 30D | -1.5% | -23.0% | +21.5% | +8.6% |
| 3M | +23.0% | -10.2% | +33.2% | +25.6% |
| 6M | +27.6% | -17.8% | +45.4% | +31.7% |
| YTD | +32.3% | +52.4% | -20.1% | 0.0% |
| 1Y | +20.1% | +49.8% | -29.7% | -8.9% |
| 3Y | +0.6% | +42.1% | -41.5% | -25.4% |
| 5Y | -42.3% | -10.2% | -32.1% | -50.4% |
| 10Y | +35.9% | +756.0% | -720.0% | -54.8% |
| All | +197.9% | +1,131.8% | -933.9% | -44.1% |
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