+67.0%
FROG vs SFM
+139.4%
-72.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.2% | +7.0% |
| 7D | +27.1% | -10.2% | +37.3% | +28.3% |
| 30D | +5.8% | -23.9% | +29.7% | +8.4% |
| 3M | +20.8% | -42.3% | +63.1% | +27.5% |
| 6M | +53.3% | -40.1% | +93.5% | +60.2% |
| YTD | +73.2% | -37.8% | +111.0% | +79.2% |
| 1Y | +80.3% | -37.1% | +117.4% | +86.0% |
| 3Y | +318.3% | +21.5% | +296.8% | +303.7% |
| 5Y | +179.9% | +103.8% | +76.1% | +150.2% |
| All | +67.0% | +139.4% | -72.4% | +48.6% |
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 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