+62.1%
SSNC vs ESTC
+23.7%
+38.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | -3.9% | -3.3% | -0.5% | -3.2% |
| 30D | -0.2% | +13.4% | -13.6% | -3.4% |
| 3M | +15.9% | +41.3% | -25.4% | +6.9% |
| 6M | +7.5% | +62.6% | -55.1% | -4.3% |
| YTD | -8.2% | +14.8% | -23.0% | -12.7% |
| 1Y | -9.3% | -5.1% | -4.3% | -11.0% |
| 3Y | +48.5% | +11.2% | +37.3% | +30.8% |
| 5Y | +16.0% | -47.0% | +63.0% | +14.2% |
| All | +62.1% | +23.7% | +38.4% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling