+67.0%
FROG vs SBAC
-35.0%
+102.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.6% | +7.0% |
| 7D | +27.1% | +3.0% | +24.1% | +26.2% |
| 30D | +5.8% | +4.3% | +1.5% | +4.6% |
| 3M | +20.8% | +4.1% | +16.7% | +19.3% |
| 6M | +53.3% | -11.6% | +65.0% | +56.7% |
| YTD | +73.2% | +0.4% | +72.8% | +69.0% |
| 1Y | +80.3% | -1.1% | +81.4% | +76.6% |
| 3Y | +318.3% | -7.3% | +325.6% | +303.3% |
| 5Y | +179.9% | -40.8% | +220.7% | +226.7% |
| All | +67.0% | -35.0% | +102.0% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling