+90.5%
ESI vs SSNC
+49.6%
+40.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.9% |
| 7D | +5.4% | -1.8% | +7.2% | +6.0% |
| 30D | -4.2% | +1.9% | -6.1% | -5.0% |
| 3M | -9.6% | +18.4% | -28.0% | -15.9% |
| 6M | +18.3% | +7.0% | +11.4% | +16.1% |
| YTD | +45.8% | -6.9% | +52.8% | +56.3% |
| 1Y | +39.2% | -8.2% | +47.3% | +50.6% |
| All | +90.5% | +49.6% | +40.9% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling