+69.0%
FROG vs SSNC
+39.1%
+29.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +5.2% |
| 7D | +26.8% | -0.2% | +27.0% | +27.0% |
| 30D | +10.6% | -1.9% | +12.5% | +10.8% |
| 3M | +27.2% | -0.2% | +27.3% | +25.7% |
| 6M | +58.7% | +19.4% | +39.3% | +36.6% |
| YTD | +75.3% | -8.1% | +83.4% | +81.6% |
| 1Y | +71.1% | -5.3% | +76.4% | +73.2% |
| 3Y | +319.6% | +56.9% | +262.7% | +181.0% |
| 5Y | +195.7% | +8.0% | +187.6% | +155.1% |
| All | +69.0% | +39.1% | +29.9% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling