+33.9%
FROG vs SFM
+267.5%
-233.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.2% |
| 7D | -5.5% | -5.8% | +0.3% | -4.9% |
| 30D | -3.1% | -11.4% | +8.2% | -2.0% |
| 3M | +1.2% | -12.2% | +13.4% | +2.3% |
| 6M | +113.7% | -5.2% | +118.8% | +112.6% |
| YTD | +38.9% | -4.5% | +43.3% | +37.8% |
| 1Y | +72.0% | -45.4% | +117.4% | +83.9% |
| 3Y | +217.1% | +91.1% | +126.0% | +192.7% |
| 5Y | +130.6% | +226.8% | -96.2% | +95.8% |
| All | +33.9% | +267.5% | -233.6% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling