+55.9%
FROG vs SAN
+582.3%
-526.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -2.2% | +37.6% | +35.8% |
| 7D | +7.0% | +4.9% | +2.1% | +5.5% |
| 30D | +2.9% | -13.0% | +15.9% | +5.9% |
| 3M | +21.6% | -18.9% | +40.5% | +26.9% |
| 6M | +87.7% | -4.1% | +91.8% | +88.2% |
| YTD | +61.7% | +2.6% | +59.1% | +57.6% |
| 1Y | +113.7% | +16.9% | +96.7% | +101.2% |
| 3Y | +267.7% | +239.1% | +28.7% | +165.2% |
| 5Y | +158.8% | +266.8% | -108.0% | +73.5% |
| All | +55.9% | +582.3% | -526.5% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling