+267.7%
FROG vs SBAC
-10.4%
+278.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.9% | +37.2% | +35.2% |
| 7D | +7.0% | +1.2% | +5.8% | +7.0% |
| 30D | +2.9% | +11.2% | -8.3% | +3.0% |
| 3M | +21.6% | +4.5% | +17.2% | +21.6% |
| 6M | +87.7% | -12.2% | +99.8% | +87.7% |
| YTD | +61.7% | -0.1% | +61.8% | +60.1% |
| 1Y | +113.7% | -0.3% | +113.9% | +111.7% |
| 3Y | +267.7% | -8.7% | +276.5% | +260.2% |
| All | +267.7% | -10.4% | +278.1% | +260.2% |
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