+769.3%
ENTG vs SAN
+270.1%
+499.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.4% | -4.1% |
| 7D | +15.2% | +4.0% | +11.2% | +13.1% |
| 30D | -3.6% | -7.8% | +4.2% | -0.3% |
| 3M | -10.0% | -16.4% | +6.4% | -2.6% |
| 6M | +1.8% | +3.5% | -1.7% | -0.3% |
| YTD | +75.5% | +6.7% | +68.8% | +69.2% |
| 1Y | +82.4% | +14.5% | +67.9% | +70.2% |
| 3Y | +58.5% | +243.5% | -185.0% | -10.9% |
| 5Y | +0.4% | +296.2% | -295.8% | -48.5% |
| All | +769.3% | +270.1% | +499.2% | +350.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling