+75.3%
FROG vs SCCO
+373.2%
-297.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.3% |
| 7D | +12.5% | -1.9% | +14.4% | +13.0% |
| 30D | +23.5% | -17.4% | +41.0% | +28.8% |
| 3M | +19.4% | -11.7% | +31.0% | +22.5% |
| 6M | +77.0% | -12.1% | +89.1% | +80.3% |
| YTD | +81.9% | +20.9% | +61.0% | +66.6% |
| 1Y | +90.7% | +31.3% | +59.3% | +70.6% |
| 3Y | +328.5% | +170.3% | +158.2% | +201.8% |
| 5Y | +207.0% | +240.8% | -33.8% | +101.1% |
| All | +75.3% | +373.2% | -297.8% | +1.9% |
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