+63.4%
ENTG vs SN
+143.5%
-80.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.9% | +6.5% | +7.9% |
| 7D | -7.6% | +7.6% | -15.2% | -11.0% |
| 30D | -15.5% | +24.1% | -39.5% | -24.8% |
| 3M | -7.8% | +23.7% | -31.6% | -18.1% |
| 6M | -5.9% | +105.5% | -111.5% | -39.8% |
| YTD | +66.7% | +105.1% | -38.4% | +2.5% |
| All | +63.4% | +143.5% | -80.1% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling