+85.4%
FROG vs SFM
-35.8%
+121.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.1% | -2.3% |
| 7D | -14.1% | -12.3% | -1.8% | -13.4% |
| 30D | -11.8% | -16.2% | +4.4% | -11.1% |
| 3M | +0.1% | -36.8% | +36.9% | +0.4% |
| 6M | +64.2% | -32.6% | +96.8% | +62.9% |
| YTD | +38.2% | -31.7% | +70.0% | +36.4% |
| 1Y | +85.4% | -35.0% | +120.4% | +83.6% |
| All | +85.4% | -35.8% | +121.2% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling