+706.7%
ETN vs SSNC
+173.6%
+533.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.2% |
| 7D | +3.5% | -4.0% | +7.6% | +5.4% |
| 30D | -7.5% | +0.5% | -8.0% | -7.9% |
| 3M | +8.3% | +18.9% | -10.6% | -1.5% |
| 6M | +20.2% | +10.8% | +9.4% | +12.1% |
| YTD | +34.7% | -7.1% | +41.8% | +36.2% |
| 1Y | +19.4% | -9.6% | +29.1% | +22.1% |
| 3Y | +85.5% | +51.1% | +34.4% | +43.8% |
| 5Y | +186.6% | +19.7% | +166.9% | +146.6% |
| All | +706.7% | +173.6% | +533.1% | +408.2% |
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 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