+35.2%
FROG vs SSNC
+46.5%
-11.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -2.5% |
| 7D | -11.3% | +0.6% | -11.9% | -11.7% |
| 30D | +3.6% | +6.0% | -2.4% | -0.4% |
| 3M | +1.7% | +21.0% | -19.3% | -12.1% |
| 6M | +123.5% | +12.1% | +111.4% | +103.5% |
| YTD | +40.2% | -3.2% | +43.5% | +42.1% |
| 1Y | +81.0% | -4.4% | +85.4% | +84.6% |
| 3Y | +194.8% | +51.6% | +143.1% | +106.4% |
| 5Y | +131.8% | +21.1% | +110.7% | +89.4% |
| All | +35.2% | +46.5% | -11.3% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling