+177.8%
FROG vs SSNC
+6.8%
+171.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -5.1% |
| 7D | +17.0% | -2.5% | +19.6% | +19.1% |
| 30D | +1.3% | -2.7% | +4.0% | +2.0% |
| 3M | +17.5% | -0.8% | +18.3% | +16.5% |
| 6M | +46.8% | +15.5% | +31.3% | +28.3% |
| YTD | +65.8% | -8.8% | +74.6% | +73.2% |
| 1Y | +61.0% | -5.8% | +66.8% | +63.8% |
| 3Y | +296.7% | +55.7% | +241.1% | +153.1% |
| 5Y | +177.8% | +6.7% | +171.2% | +156.2% |
| All | +177.8% | +6.8% | +171.0% | +156.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling