+832.2%
XLK vs ENTG
+1,221.6%
-389.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.3% |
| 7D | -0.4% | +5.1% | -5.5% | -1.9% |
| 30D | -0.5% | -8.5% | +8.1% | +1.7% |
| 3M | +5.0% | +6.7% | -1.7% | +1.3% |
| 6M | +32.9% | +17.7% | +15.1% | +23.7% |
| YTD | +29.0% | +63.5% | -34.5% | +8.7% |
| 1Y | +37.8% | +73.6% | -35.7% | +13.0% |
| 3Y | +118.7% | +44.6% | +74.1% | +81.9% |
| 5Y | +145.6% | +16.1% | +129.4% | +108.2% |
| 10Y | +791.5% | +775.8% | +15.7% | +342.4% |
| All | +832.2% | +1,221.6% | -389.5% | +158.0% |
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 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