-55.6%
ENTX vs SPY
+217.9%
-273.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -5.4% | -2.0% | -3.4% | -4.5% |
| 30D | -7.0% | -1.7% | -5.3% | -6.3% |
| 3M | +138.5% | +4.7% | +133.7% | +132.6% |
| 6M | +87.2% | +12.5% | +74.7% | +76.9% |
| YTD | +43.8% | +11.7% | +32.1% | +36.2% |
| 1Y | +50.0% | +17.5% | +32.5% | +38.6% |
| 3Y | +342.9% | +76.6% | +266.3% | +239.4% |
| 5Y | -40.6% | +82.0% | -122.7% | -55.3% |
| All | -55.6% | +217.9% | -273.4% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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