+36.8%
FROG vs SCCO
+454.3%
-417.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.2% | +8.7% | +3.0% |
| 7D | -2.2% | -2.7% | +0.5% | -1.7% |
| 30D | +3.0% | -0.2% | +3.1% | +2.7% |
| 3M | +10.3% | +17.8% | -7.4% | +5.9% |
| 6M | +116.7% | +2.3% | +114.4% | +112.5% |
| YTD | +41.9% | +41.6% | +0.3% | +25.6% |
| 1Y | +78.5% | +101.9% | -23.4% | +42.9% |
| 3Y | +224.1% | +186.2% | +38.0% | +126.6% |
| 5Y | +142.4% | +309.7% | -167.3% | +52.6% |
| All | +36.8% | +454.3% | -417.5% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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