+851.7%
FIVE vs SSNC
+660.9%
+190.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.7% |
| 7D | +4.3% | +0.6% | +3.6% | +3.8% |
| 30D | +12.5% | +6.0% | +6.5% | +9.0% |
| 3M | +31.2% | +21.0% | +10.3% | +17.7% |
| 6M | +14.4% | +12.1% | +2.3% | +6.3% |
| YTD | +33.9% | -3.2% | +37.1% | +33.7% |
| 1Y | +65.1% | -4.4% | +69.4% | +65.5% |
| 3Y | +49.0% | +51.6% | -2.7% | +16.1% |
| 5Y | +30.3% | +21.1% | +9.2% | +14.0% |
| 10Y | +481.1% | +177.7% | +303.4% | +256.4% |
| All | +851.7% | +660.9% | +190.8% | +310.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling