+36.1%
ENTG vs SN
+671.3%
-635.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.6% | -5.0% |
| 7D | +15.2% | +1.5% | +13.6% | +14.4% |
| 30D | -3.6% | +21.5% | -25.1% | -11.7% |
| 3M | -10.0% | +20.0% | -30.0% | -17.5% |
| 6M | +1.8% | +119.9% | -118.1% | -28.8% |
| YTD | +75.5% | +102.3% | -26.8% | +26.7% |
| 1Y | +82.4% | +148.0% | -65.6% | +21.3% |
| 3Y | +58.5% | +450.0% | -391.5% | -7.3% |
| All | +36.1% | +671.3% | -635.2% | -20.5% |
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