+328.5%
FROG vs SFM
+27.3%
+301.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.6% |
| 7D | +12.5% | +6.0% | +6.4% | +12.0% |
| 30D | +23.5% | -19.5% | +43.0% | +26.3% |
| 3M | +19.4% | -37.0% | +56.4% | +25.9% |
| 6M | +77.0% | -41.0% | +118.0% | +87.6% |
| YTD | +81.9% | -34.6% | +116.5% | +87.8% |
| 1Y | +90.7% | -36.3% | +126.9% | +97.6% |
| 3Y | +328.5% | +24.5% | +304.0% | +277.0% |
| All | +328.5% | +27.3% | +301.2% | +277.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling