+36.6%
FIVE vs SSNC
+21.4%
+15.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.8% |
| 7D | +4.3% | +0.6% | +3.6% | +3.8% |
| 30D | +12.5% | +6.0% | +6.5% | +8.6% |
| 3M | +31.2% | +21.0% | +10.3% | +16.1% |
| 6M | +14.4% | +12.1% | +2.3% | +5.6% |
| YTD | +33.9% | -3.2% | +37.1% | +35.2% |
| 1Y | +65.1% | -4.4% | +69.4% | +67.6% |
| 3Y | +49.0% | +51.6% | -2.7% | +8.4% |
| All | +36.6% | +21.4% | +15.2% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling