+799.3%
ENTG vs SAN
+275.0%
+524.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.6% | +11.9% | +11.6% |
| 7D | +7.9% | +3.4% | +4.5% | +6.3% |
| 30D | -3.6% | -6.3% | +2.7% | -1.0% |
| 3M | +2.7% | -14.1% | +16.8% | +9.8% |
| 6M | +3.6% | +4.2% | -0.6% | +1.1% |
| YTD | +83.6% | +9.0% | +74.6% | +75.2% |
| 1Y | +84.9% | +18.8% | +66.1% | +69.6% |
| 3Y | +63.2% | +252.0% | -188.8% | -9.3% |
| 5Y | +4.9% | +299.5% | -294.6% | -46.5% |
| 10Y | +799.3% | +276.7% | +522.7% | +363.5% |
| All | +799.3% | +275.0% | +524.3% | +363.5% |
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