+30.2%
ENTG vs SN
+496.6%
-466.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | +8.9% | +0.1% | +8.8% | +8.9% |
| 30D | -7.2% | -5.6% | -1.6% | -4.9% |
| 3M | +6.4% | +48.1% | -41.7% | -10.8% |
| 6M | +25.7% | +57.6% | -32.0% | +2.3% |
| YTD | +67.9% | +56.5% | +11.4% | +36.6% |
| 1Y | +72.4% | +52.6% | +19.8% | +40.9% |
| 3Y | +48.4% | +412.0% | -363.5% | -2.3% |
| All | +30.2% | +496.6% | -466.5% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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