+24.9%
ESI vs SSNC
-3.9%
+28.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -5.0% |
| 7D | -6.6% | -1.1% | -5.4% | -6.8% |
| 30D | -10.9% | +0.6% | -11.5% | -10.8% |
| 3M | -13.8% | -1.5% | -12.3% | -13.9% |
| 6M | -21.5% | +15.8% | -37.4% | -17.4% |
| YTD | +34.7% | -8.0% | +42.6% | +54.4% |
| 1Y | +24.9% | -5.8% | +30.7% | +38.8% |
| All | +24.9% | -3.9% | +28.8% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling