+36.8%
FROG vs SSNC
+38.2%
-1.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.9% |
| 7D | -2.2% | -6.7% | +4.6% | +2.6% |
| 30D | +3.0% | -0.8% | +3.8% | +3.6% |
| 3M | +10.3% | +16.1% | -5.7% | -2.0% |
| 6M | +116.7% | +7.9% | +108.7% | +102.0% |
| YTD | +41.9% | -8.7% | +50.6% | +49.5% |
| 1Y | +78.5% | -9.5% | +88.0% | +88.9% |
| 3Y | +224.1% | +47.7% | +176.5% | +130.5% |
| 5Y | +142.4% | +17.6% | +124.8% | +103.2% |
| All | +36.8% | +38.2% | -1.4% | -6.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling