+208.4%
FROG vs SARO
-21.1%
+229.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -5.5% | +1.1% | -6.6% | -5.7% |
| 30D | -3.1% | -16.2% | +13.1% | +0.6% |
| 3M | +1.2% | -1.3% | +2.5% | +1.8% |
| 6M | +113.7% | -15.2% | +128.9% | +121.1% |
| YTD | +38.9% | -14.7% | +53.5% | +42.6% |
| 1Y | +72.0% | -9.1% | +81.0% | +72.7% |
| All | +208.4% | -21.1% | +229.5% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling