+68.6%
ESI vs SSNC
+14.9%
+53.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.2% |
| 7D | -2.3% | -6.7% | +4.4% | +1.4% |
| 30D | -9.0% | -0.8% | -8.2% | -8.9% |
| 3M | -13.3% | +16.1% | -29.3% | -21.8% |
| 6M | +5.3% | +7.9% | -2.7% | -1.3% |
| YTD | +37.6% | -8.7% | +46.3% | +44.3% |
| 1Y | +33.6% | -9.5% | +43.1% | +40.7% |
| 3Y | +75.8% | +47.7% | +28.1% | +25.1% |
| 5Y | +68.6% | +17.6% | +50.9% | +44.8% |
| All | +68.6% | +14.9% | +53.7% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling