+29.3%
ENTG vs SN
+681.9%
-652.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.9% | +6.5% | +8.2% |
| 7D | -7.6% | +7.6% | -15.2% | -10.4% |
| 30D | -15.5% | +24.1% | -39.5% | -23.2% |
| 3M | -7.8% | +23.7% | -31.6% | -16.6% |
| 6M | -5.9% | +105.5% | -111.5% | -32.2% |
| YTD | +66.7% | +105.1% | -38.4% | +19.8% |
| 1Y | +62.1% | +148.3% | -86.2% | +7.8% |
| 3Y | +56.3% | +438.7% | -382.4% | -9.0% |
| All | +29.3% | +681.9% | -652.6% | -24.8% |
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