+61.2%
FIVE vs SSNC
-3.9%
+65.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.6% | +8.3% | +7.0% |
| 7D | +7.5% | -1.1% | +8.6% | +7.7% |
| 30D | +16.7% | +0.6% | +16.1% | +16.4% |
| 3M | +13.4% | -1.5% | +14.8% | +13.4% |
| 6M | +9.0% | +15.8% | -6.8% | +5.4% |
| YTD | +33.8% | -8.0% | +41.7% | +39.5% |
| 1Y | +61.2% | -5.8% | +67.0% | +64.0% |
| All | +61.2% | -3.9% | +65.1% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 1y: compounded portfolio wealth divided by compounded SSNC 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…
1y analysis · Full analysis span regression · 6 months rolling