+806.8%
FIVE vs SSNC
+606.8%
+200.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -0.3% | -3.3% | +3.1% | +1.4% |
| 30D | +17.7% | -1.3% | +18.9% | +18.0% |
| 3M | +4.0% | -2.3% | +6.3% | +4.7% |
| 6M | +2.6% | +12.6% | -10.0% | -5.1% |
| YTD | +27.6% | -10.1% | +37.7% | +31.8% |
| 1Y | +59.9% | -6.6% | +66.5% | +61.9% |
| 3Y | +35.8% | +54.0% | -18.2% | +4.5% |
| 5Y | +14.4% | +7.0% | +7.5% | +6.3% |
| 10Y | +576.1% | +176.7% | +399.4% | +319.2% |
| All | +806.8% | +606.8% | +200.0% | +305.0% |
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