-16.5%
SOUN vs ENTG
+29.5%
-46.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.4% |
| 7D | -7.1% | +1.2% | -8.3% | -7.7% |
| 30D | -15.4% | -12.9% | -2.5% | -9.8% |
| 3M | -10.6% | -3.1% | -7.5% | -13.2% |
| 6M | -19.6% | +21.0% | -40.6% | -33.2% |
| YTD | -37.2% | +67.0% | -104.2% | -57.6% |
| 1Y | -57.1% | +68.6% | -125.7% | -71.3% |
| 3Y | +178.2% | +48.6% | +129.6% | +104.0% |
| All | -16.5% | +29.5% | -46.1% | -6.9% |
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