+113.5%
ENB vs SSNC
+184.6%
-71.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.1% | +2.3% | +0.8% | +2.3% |
| 30D | +2.1% | -3.1% | +5.2% | +3.0% |
| 3M | -4.4% | -2.7% | -1.7% | -3.9% |
| 6M | -10.1% | +23.7% | -33.7% | -17.2% |
| YTD | +5.2% | -8.0% | +13.2% | +6.6% |
| 1Y | +4.2% | -4.7% | +8.9% | +4.1% |
| 3Y | +70.1% | +58.0% | +12.1% | +37.0% |
| 5Y | +59.4% | +8.0% | +51.4% | +46.1% |
| All | +113.5% | +184.6% | -71.1% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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