+76.7%
ENTG vs SN
+47.1%
+29.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +3.3% |
| 7D | +8.9% | -3.4% | +12.3% | +11.0% |
| 30D | -0.8% | -9.1% | +8.2% | +4.5% |
| 3M | +6.6% | +31.8% | -25.2% | -9.9% |
| 6M | +22.1% | +52.0% | -29.9% | -5.4% |
| YTD | +70.2% | +51.3% | +18.9% | +30.3% |
| 1Y | +76.7% | +46.9% | +29.9% | +35.0% |
| All | +76.7% | +47.1% | +29.6% | +35.0% |
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