+220.3%
FROG vs SBAC
-9.2%
+229.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.3% |
| 7D | -11.3% | -0.8% | -10.5% | -11.2% |
| 30D | +3.6% | +6.9% | -3.3% | +3.3% |
| 3M | +1.7% | -8.2% | +9.9% | +2.2% |
| 6M | +123.5% | -1.6% | +125.2% | +121.8% |
| YTD | +40.2% | -0.1% | +40.4% | +38.6% |
| 1Y | +81.0% | -0.5% | +81.4% | +79.1% |
| All | +220.3% | -9.2% | +229.5% | +204.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling