+224.6%
FROG vs SCCO
+199.6%
+25.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -4.8% | +2.4% | -7.3% | -5.2% |
| 30D | -0.9% | +6.4% | -7.4% | -2.1% |
| 3M | +7.5% | +21.6% | -14.1% | +3.4% |
| 6M | +107.0% | +13.4% | +93.6% | +99.9% |
| YTD | +39.8% | +52.6% | -12.8% | +22.2% |
| 1Y | +74.8% | +122.4% | -47.6% | +35.8% |
| All | +224.6% | +199.6% | +25.0% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling