+68.2%
FROG vs SBAC
-0.1%
+68.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.6% | +7.2% |
| 7D | +27.1% | +3.0% | +24.1% | +27.4% |
| 30D | +5.8% | +4.3% | +1.5% | +6.2% |
| 3M | +20.8% | +4.1% | +16.7% | +21.1% |
| 6M | +53.3% | -11.6% | +65.0% | +52.4% |
| YTD | +73.2% | +0.4% | +72.8% | +64.4% |
| All | +68.2% | -0.1% | +68.3% | +61.0% |
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