+167.4%
FROG vs SFM
+105.4%
+62.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -4.8% | +40.2% | +35.7% |
| 7D | +7.0% | -1.2% | +8.2% | +6.8% |
| 30D | +2.9% | -24.8% | +27.6% | +5.2% |
| 3M | +21.6% | -43.7% | +65.3% | +27.9% |
| 6M | +87.7% | -37.3% | +124.9% | +93.9% |
| YTD | +61.7% | -38.4% | +100.0% | +66.7% |
| 1Y | +113.7% | -36.9% | +150.6% | +119.3% |
| 3Y | +267.7% | +20.7% | +247.1% | +265.6% |
| All | +167.4% | +105.4% | +62.0% | +178.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling