+215.3%
FROG vs SARO
-23.7%
+239.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.0% |
| 7D | -2.2% | -4.0% | +1.9% | -1.3% |
| 30D | +3.0% | -16.1% | +19.1% | +6.9% |
| 3M | +10.3% | -4.5% | +14.8% | +11.7% |
| 6M | +116.7% | -17.0% | +133.7% | +125.1% |
| YTD | +41.9% | -17.5% | +59.5% | +46.8% |
| 1Y | +78.5% | -12.3% | +90.8% | +80.7% |
| All | +215.3% | -23.7% | +239.0% | +180.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling