-50.5%
ENTX vs SPY
+217.2%
-267.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.2% |
| 7D | -1.0% | +2.6% | -3.6% | -2.2% |
| 30D | +24.4% | -2.0% | +26.4% | +25.7% |
| 3M | +8.4% | -2.8% | +11.1% | +9.9% |
| 6M | +141.1% | +2.1% | +138.9% | +138.3% |
| YTD | +60.3% | +11.5% | +48.8% | +52.1% |
| 1Y | +13.5% | +13.5% | 0.0% | +6.7% |
| 3Y | +344.3% | +77.7% | +266.6% | +240.6% |
| 5Y | -18.2% | +72.6% | -90.8% | -36.7% |
| All | -50.5% | +217.2% | -267.7% | -66.4% |
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