+85.4%
FROG vs SAN
+23.5%
+61.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.4% | -8.9% | -2.7% |
| 7D | -14.1% | +4.5% | -18.6% | -14.2% |
| 30D | -11.8% | -12.1% | +0.3% | -10.9% |
| 3M | +0.1% | -15.6% | +15.7% | +1.2% |
| 6M | +64.2% | +5.8% | +58.4% | +66.4% |
| YTD | +38.2% | +5.5% | +32.8% | +39.5% |
| 1Y | +85.4% | +23.6% | +61.8% | +72.9% |
| All | +85.4% | +23.5% | +61.9% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling