+2,785.2%
ENTG vs SSNC
+1,082.2%
+1,703.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.3% | +6.8% |
| 7D | +2.8% | +0.6% | +2.2% | +2.4% |
| 30D | -4.7% | +6.0% | -10.7% | -8.2% |
| 3M | -0.7% | +21.0% | -21.7% | -14.1% |
| 6M | +7.7% | +12.1% | -4.4% | -3.3% |
| YTD | +65.1% | -3.2% | +68.3% | +61.8% |
| 1Y | +74.8% | -4.4% | +79.2% | +72.3% |
| 3Y | +36.9% | +51.6% | -14.7% | +2.3% |
| 5Y | +16.1% | +21.1% | -5.0% | +0.8% |
| 10Y | +740.3% | +177.7% | +562.7% | +349.0% |
| All | +2,785.2% | +1,082.2% | +1,703.0% | +504.2% |
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