+20.7%
XLK vs ENTG
+63.3%
-42.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +1.9% |
| 7D | -7.6% | -10.3% | +2.7% | -4.7% |
| 30D | -12.2% | -14.4% | +2.2% | -8.5% |
| 3M | -5.5% | -1.1% | -4.4% | -6.2% |
| 6M | +9.2% | +3.0% | +6.2% | +5.1% |
| YTD | +23.0% | +70.1% | -47.1% | +4.4% |
| 1Y | +20.7% | +65.7% | -45.0% | +3.0% |
| All | +20.7% | +63.3% | -42.6% | +3.0% |
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