+56.9%
FIVE vs SSNC
+56.7%
+0.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.6% |
| 7D | +4.3% | +0.6% | +3.6% | +3.9% |
| 30D | +12.5% | +6.0% | +6.5% | +9.5% |
| 3M | +31.2% | +21.0% | +10.3% | +19.5% |
| 6M | +14.4% | +12.1% | +2.3% | +8.0% |
| YTD | +33.9% | -3.2% | +37.1% | +36.9% |
| 1Y | +65.1% | -4.4% | +69.4% | +70.1% |
| All | +56.9% | +56.7% | +0.3% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling