+57.5%
SSNC vs ESTC
+18.2%
+39.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.5% |
| 7D | +0.6% | -8.1% | +8.7% | +1.8% |
| 30D | +6.0% | +31.7% | -25.6% | +1.5% |
| 3M | +21.0% | +41.1% | -20.1% | +14.4% |
| 6M | +12.1% | +77.1% | -65.0% | +2.5% |
| YTD | -3.2% | +21.7% | -24.9% | -7.9% |
| 1Y | -4.4% | +8.4% | -12.7% | -8.2% |
| All | +57.5% | +18.2% | +39.3% | +46.2% |
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