+198.2%
ESI vs SSNC
+361.2%
-163.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +5.5% | +2.3% | +3.2% | +4.2% |
| 30D | -7.8% | -3.1% | -4.6% | -6.6% |
| 3M | -15.0% | -2.7% | -12.3% | -14.5% |
| 6M | -24.9% | +23.7% | -48.6% | -36.1% |
| YTD | +33.2% | -8.0% | +41.3% | +34.3% |
| 1Y | +24.9% | -4.7% | +29.6% | +23.2% |
| 3Y | +77.8% | +58.0% | +19.8% | +26.6% |
| 5Y | +37.1% | +8.0% | +29.2% | +23.1% |
| 10Y | +320.5% | +183.8% | +136.7% | +104.1% |
| All | +198.2% | +361.2% | -163.0% | +33.3% |
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