+18.2%
ENTG vs SN
+659.6%
-641.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +1.5% |
| 7D | -17.1% | +7.2% | -24.3% | -19.6% |
| 30D | -23.0% | +20.4% | -43.4% | -29.2% |
| 3M | -10.2% | +23.9% | -34.1% | -18.9% |
| 6M | -17.8% | +93.0% | -110.8% | -39.2% |
| YTD | +52.4% | +99.2% | -46.9% | +10.7% |
| 1Y | +49.8% | +142.6% | -92.8% | +0.5% |
| 3Y | +42.1% | +398.8% | -356.7% | -16.2% |
| All | +18.2% | +659.6% | -641.4% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling