+17.4%
SSNC vs ESTC
-47.2%
+64.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.7% | -0.1% | -3.2% |
| 7D | -1.8% | -4.3% | +2.5% | -1.1% |
| 30D | +1.9% | +17.7% | -15.8% | -1.3% |
| 3M | +18.4% | +42.3% | -23.9% | +10.9% |
| 6M | +7.0% | +64.6% | -57.6% | -2.6% |
| YTD | -6.9% | +17.2% | -24.1% | -11.0% |
| 1Y | -8.2% | -4.2% | -4.0% | -9.8% |
| 3Y | +50.5% | +13.5% | +37.0% | +36.1% |
| 5Y | +17.4% | -45.5% | +62.9% | +7.4% |
| All | +17.4% | -47.2% | +64.6% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling