+69.4%
ENB vs SSNC
+15.9%
+53.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -0.3% | -3.9% | +3.6% | +0.6% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | -8.5% | +15.9% | -24.4% | -12.0% |
| 6M | -4.5% | +7.5% | -12.0% | -6.6% |
| YTD | +9.1% | -8.2% | +17.3% | +11.2% |
| 1Y | +8.0% | -9.3% | +17.3% | +10.3% |
| 3Y | +77.8% | +48.5% | +29.4% | +50.0% |
| 5Y | +69.4% | +16.0% | +53.4% | +45.7% |
| All | +69.4% | +15.9% | +53.5% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling