+35.2%
FROG vs SCCO
+467.5%
-432.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -11.3% | -5.3% | -6.0% | -10.2% |
| 30D | +3.6% | +2.7% | +1.0% | +3.0% |
| 3M | +1.7% | +4.2% | -2.5% | +0.2% |
| 6M | +123.5% | -0.6% | +124.2% | +120.5% |
| YTD | +40.2% | +45.0% | -4.7% | +23.7% |
| 1Y | +81.0% | +109.3% | -28.3% | +43.9% |
| 3Y | +194.8% | +180.8% | +14.0% | +107.6% |
| 5Y | +131.8% | +314.3% | -182.5% | +45.7% |
| All | +35.2% | +467.5% | -432.3% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling