+69.2%
ENB vs SSNC
+57.7%
+11.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | +1.4% | -2.6% | +4.0% | +1.5% |
| 3M | -5.2% | -0.6% | -4.6% | -5.3% |
| 6M | -9.9% | +19.9% | -29.8% | -12.0% |
| YTD | +4.7% | -8.2% | +12.8% | +6.3% |
| 1Y | +2.8% | -5.5% | +8.3% | +3.7% |
| All | +69.2% | +57.7% | +11.5% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling