+65.1%
FIVE vs SSNC
-3.0%
+68.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.3% |
| 7D | +4.3% | +0.6% | +3.6% | +4.1% |
| 30D | +12.5% | +6.0% | +6.5% | +11.3% |
| 3M | +31.2% | +21.0% | +10.3% | +26.7% |
| 6M | +14.4% | +12.1% | +2.3% | +11.9% |
| YTD | +33.9% | -3.2% | +37.1% | +34.9% |
| 1Y | +65.1% | -4.4% | +69.4% | +73.9% |
| All | +65.1% | -3.0% | +68.0% | +73.9% |
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