+85.4%
FROG vs SBAC
+2.4%
+83.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.8% | -8.3% | -2.1% |
| 7D | -14.1% | +5.8% | -19.9% | -13.8% |
| 30D | -11.8% | +20.8% | -32.6% | -11.2% |
| 3M | +0.1% | +4.8% | -4.6% | +0.3% |
| 6M | +64.2% | -9.1% | +73.3% | +64.4% |
| YTD | +38.2% | +3.1% | +35.2% | +35.6% |
| 1Y | +85.4% | +2.2% | +83.2% | +88.0% |
| All | +85.4% | +2.4% | +83.0% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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