+81.0%
FROG vs SARO
-7.4%
+88.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -11.3% | -0.8% | -10.5% | -11.2% |
| 30D | +3.6% | -20.0% | +23.6% | +6.8% |
| 3M | +1.7% | -2.9% | +4.6% | +3.2% |
| 6M | +123.5% | -17.7% | +141.2% | +133.6% |
| YTD | +40.2% | -13.5% | +53.7% | +42.8% |
| 1Y | +81.0% | -9.7% | +90.7% | +77.7% |
| All | +81.0% | -7.4% | +88.4% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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