+358.9%
ENB vs SSNC
+1,082.2%
-723.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -0.2% | +0.6% | -0.9% | -0.4% |
| 30D | -2.2% | +6.0% | -8.3% | -4.0% |
| 3M | -10.5% | +21.0% | -31.5% | -15.8% |
| 6M | -5.1% | +12.1% | -17.2% | -8.9% |
| YTD | +9.0% | -3.2% | +12.2% | +8.7% |
| 1Y | +8.2% | -4.4% | +12.6% | +8.2% |
| 3Y | +67.8% | +51.6% | +16.1% | +43.2% |
| 5Y | +69.4% | +21.1% | +48.3% | +52.8% |
| 10Y | +117.5% | +177.7% | -60.2% | +51.8% |
| All | +358.9% | +1,082.2% | -723.3% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling