+1,520.1%
ETN vs SSNC
+1,015.4%
+504.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.2% |
| 7D | +3.0% | -6.7% | +9.8% | +6.1% |
| 30D | -10.9% | -0.8% | -10.1% | -10.8% |
| 3M | +9.2% | +16.1% | -6.8% | +0.7% |
| 6M | +13.9% | +7.9% | +6.0% | +7.7% |
| YTD | +29.5% | -8.7% | +38.2% | +31.3% |
| 1Y | +14.2% | -9.5% | +23.7% | +15.8% |
| 3Y | +79.9% | +47.7% | +32.2% | +43.8% |
| 5Y | +175.7% | +17.6% | +158.0% | +141.9% |
| 10Y | +693.2% | +167.7% | +525.5% | +365.4% |
| All | +1,520.1% | +1,015.4% | +504.8% | +363.8% |
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 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