+1,197.2%
ENTG vs SAN
+447.3%
+750.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +6.9% | +6.6% |
| 7D | +2.8% | +1.8% | +1.1% | +1.8% |
| 30D | -4.7% | +2.0% | -6.7% | -5.8% |
| 3M | -0.7% | +19.7% | -20.5% | -10.0% |
| 6M | +7.7% | +30.6% | -22.9% | -7.0% |
| YTD | +65.1% | +28.8% | +36.2% | +42.9% |
| 1Y | +74.8% | +57.8% | +17.0% | +34.8% |
| 3Y | +36.9% | +338.1% | -301.2% | -42.3% |
| 5Y | +16.1% | +384.2% | -368.1% | -55.6% |
| 10Y | +740.3% | +353.1% | +387.2% | +187.2% |
| All | +1,197.2% | +447.3% | +750.0% | +172.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling