+90.4%
ENB vs SSNC
+169.0%
-78.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 7D | -4.6% | -6.7% | +2.2% | -2.3% |
| 30D | -5.2% | -0.8% | -4.4% | -5.1% |
| 3M | -13.4% | +16.1% | -29.4% | -18.1% |
| 6M | -7.8% | +7.9% | -15.8% | -11.0% |
| YTD | +4.9% | -8.7% | +13.6% | +6.8% |
| 1Y | +3.2% | -9.5% | +12.7% | +5.3% |
| 3Y | +71.0% | +47.7% | +23.3% | +41.8% |
| 5Y | +64.0% | +17.6% | +46.4% | +45.5% |
| All | +90.4% | +169.0% | -78.6% | +26.9% |
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