+56.1%
SSNC vs ESTC
+20.1%
+36.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.6% | -0.4% |
| 7D | -4.5% | -1.2% | -3.3% | -4.4% |
| 30D | -3.9% | -8.1% | +4.2% | -3.0% |
| 3M | -1.3% | +20.2% | -21.5% | -4.7% |
| 6M | +14.1% | +72.7% | -58.6% | +4.4% |
| YTD | -9.9% | +19.6% | -29.5% | -14.4% |
| 1Y | -6.2% | +0.3% | -6.5% | -9.4% |
| 3Y | +56.1% | +22.8% | +33.3% | +45.6% |
| All | +56.1% | +20.1% | +36.0% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling