+130.6%
FROG vs SAN
+381.9%
-251.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -5.5% | +3.3% | -8.8% | -6.5% |
| 30D | -3.1% | +1.1% | -4.2% | -3.5% |
| 3M | +1.2% | +22.2% | -21.0% | -5.2% |
| 6M | +113.7% | +36.0% | +77.7% | +92.3% |
| YTD | +38.9% | +28.2% | +10.6% | +25.5% |
| 1Y | +72.0% | +54.1% | +17.8% | +44.7% |
| 3Y | +217.1% | +354.2% | -137.1% | +75.2% |
| 5Y | +130.6% | +387.3% | -256.7% | +18.9% |
| All | +130.6% | +381.9% | -251.3% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling