+87.7%
FROG vs SBAC
-12.3%
+100.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.9% | +37.2% | +35.0% |
| 7D | +7.0% | +1.2% | +5.8% | +7.1% |
| 30D | +2.9% | +11.2% | -8.3% | +3.0% |
| 3M | +21.6% | +4.5% | +17.2% | +21.4% |
| 6M | +87.7% | -12.2% | +99.8% | +100.3% |
| All | +87.7% | -12.3% | +100.0% | +100.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling