-79.4%
SNAP vs ENTG
+572.5%
-651.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.4% | -7.6% | -2.7% |
| 7D | -7.3% | -7.6% | +0.2% | -4.0% |
| 30D | -18.9% | -15.5% | -3.5% | -13.7% |
| 3M | -5.3% | -7.8% | +2.6% | -5.7% |
| 6M | -16.9% | -5.9% | -11.0% | -23.0% |
| YTD | -37.4% | +66.7% | -104.2% | -59.1% |
| 1Y | -38.5% | +62.1% | -100.6% | -59.6% |
| 3Y | -55.1% | +56.3% | -111.3% | -72.1% |
| 5Y | -90.8% | -3.8% | -87.0% | -92.7% |
| All | -79.4% | +572.5% | -651.9% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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