+48.4%
ENTG vs SAN
+356.8%
-308.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +8.9% | +3.3% | +5.6% | +6.5% |
| 30D | -7.2% | +1.1% | -8.3% | -7.9% |
| 3M | +6.4% | +22.2% | -15.8% | -6.2% |
| 6M | +25.7% | +36.0% | -10.3% | +4.1% |
| YTD | +67.9% | +28.2% | +39.6% | +43.1% |
| 1Y | +72.4% | +54.1% | +18.2% | +32.2% |
| 3Y | +48.4% | +354.2% | -305.8% | -26.2% |
| All | +48.4% | +356.8% | -308.3% | -26.2% |
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