+59.1%
SSNC vs ESTC
+28.9%
+30.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.6% | -0.8% |
| 7D | -4.5% | -1.2% | -3.3% | -4.3% |
| 30D | -3.9% | -8.1% | +4.2% | -2.6% |
| 3M | -1.3% | +20.2% | -21.5% | -6.2% |
| 6M | +14.1% | +72.7% | -58.6% | +0.2% |
| YTD | -9.9% | +19.6% | -29.5% | -15.4% |
| 1Y | -6.2% | +0.3% | -6.5% | -9.2% |
| 3Y | +56.1% | +22.8% | +33.3% | +34.2% |
| 5Y | +5.4% | -50.9% | +56.2% | +6.2% |
| All | +59.1% | +28.9% | +30.2% | -2.8% |
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