+85.4%
FROG vs SSNC
-3.9%
+89.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | -14.1% | -1.1% | -12.9% | -13.9% |
| 30D | -11.8% | +0.6% | -12.4% | -13.2% |
| 3M | +0.1% | -1.5% | +1.6% | -0.6% |
| 6M | +64.2% | +15.8% | +48.4% | +52.7% |
| YTD | +38.2% | -8.0% | +46.2% | +49.1% |
| 1Y | +85.4% | -5.8% | +91.2% | +97.0% |
| All | +85.4% | -3.9% | +89.3% | +97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling