+33.9%
FROG vs SBAC
-35.6%
+69.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | -3.1% | +3.2% | -6.4% | -3.8% |
| 3M | +1.2% | -5.1% | +6.3% | +2.1% |
| 6M | +113.7% | -2.1% | +115.8% | +111.5% |
| YTD | +38.9% | -0.5% | +39.4% | +36.2% |
| 1Y | +72.0% | +1.1% | +70.9% | +67.8% |
| 3Y | +217.1% | -7.4% | +224.5% | +206.3% |
| 5Y | +130.6% | -44.3% | +174.9% | +177.9% |
| All | +33.9% | -35.6% | +69.4% | +53.9% |
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