Odin,
This is an example of where CubeBuilder runs out of steam and you need to go into PAS proper. You can create your own periodicities in PAS but you may need to work around the way it is presented in the front end of SSM.
For example for a customer we needed to create some KPIs so they showed the data in a triannual form i.e. periods of 4 months so that there were 3 values per year. We initially loaded the values on a monthly basis as this was the way the base data came in and then created a new KPI so that the values were calculated from the monthly values to show 3 values per year using a LAST consolidation method.
If you look at the Application Server Help document for 10.0 (there isn't one specifically for 10.1. It is one of the additional ones not shown directly on the first page) you will see a section on the periodicities that are there available to use in PAS.
I would also suggest you upgrade from SP03! SP06 is out now and SP07 is forecast to be available end January. For example semi-annual is now supported in the front end of SSM (though not yet in E&A - hopefully soon!)
Regards
Colin Cooper