+224.6%
ESI vs SSNC
+385.3%
-160.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.6% |
| 7D | +3.3% | +0.6% | +2.7% | +2.9% |
| 30D | -5.9% | +6.0% | -11.9% | -9.2% |
| 3M | -14.1% | +21.0% | -35.1% | -24.8% |
| 6M | +6.6% | +12.1% | -5.5% | -3.2% |
| YTD | +45.0% | -3.2% | +48.3% | +43.2% |
| 1Y | +41.5% | -4.4% | +45.8% | +40.5% |
| 3Y | +78.8% | +51.6% | +27.1% | +32.1% |
| 5Y | +70.9% | +21.1% | +49.8% | +44.5% |
| 10Y | +317.1% | +177.7% | +139.4% | +106.5% |
| All | +224.6% | +385.3% | -160.6% | +42.1% |
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