+56.3%
ENTG vs SAN
+258.9%
-202.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.1% | +3.3% | +5.6% |
| 7D | -7.6% | +8.7% | -16.3% | -12.6% |
| 30D | -15.5% | -6.5% | -9.0% | -12.1% |
| 3M | -7.8% | -14.2% | +6.3% | +0.9% |
| 6M | -5.9% | +2.7% | -8.7% | -8.3% |
| YTD | +66.7% | +8.9% | +57.9% | +55.8% |
| 1Y | +62.1% | +23.4% | +38.7% | +40.3% |
| 3Y | +56.3% | +257.9% | -201.7% | -20.2% |
| All | +56.3% | +258.9% | -202.6% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling