+130.6%
FROG vs SSNC
+18.8%
+111.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +1.8% |
| 7D | -5.5% | -1.8% | -3.7% | -4.4% |
| 30D | -3.1% | +1.9% | -5.0% | -4.4% |
| 3M | +1.2% | +18.4% | -17.2% | -11.9% |
| 6M | +113.7% | +7.0% | +106.7% | +100.3% |
| YTD | +38.9% | -6.9% | +45.8% | +45.0% |
| 1Y | +72.0% | -8.2% | +80.1% | +81.1% |
| 3Y | +217.1% | +50.5% | +166.6% | +113.9% |
| 5Y | +130.6% | +17.4% | +113.2% | +92.3% |
| All | +130.6% | +18.8% | +111.9% | +92.3% |
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