+496.4%
FIVE vs SSNC
+164.2%
+332.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.6% | +3.0% |
| 7D | +3.7% | -1.8% | +5.5% | +4.6% |
| 30D | +4.0% | +1.9% | +2.1% | +2.6% |
| 3M | +36.2% | +18.4% | +17.8% | +21.6% |
| 6M | +18.0% | +7.0% | +11.1% | +11.5% |
| YTD | +34.9% | -6.9% | +41.8% | +37.8% |
| 1Y | +67.9% | -8.2% | +76.1% | +72.4% |
| 3Y | +57.3% | +50.5% | +6.8% | +17.3% |
| 5Y | +39.5% | +17.4% | +22.1% | +21.0% |
| 10Y | +496.4% | +164.9% | +331.5% | +281.4% |
| All | +496.4% | +164.2% | +332.2% | +281.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling