+35.2%
FROG vs SFM
+293.0%
-257.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -3.7% |
| 7D | -11.3% | -0.1% | -11.2% | -11.3% |
| 30D | +3.6% | -4.4% | +8.0% | +3.9% |
| 3M | +1.7% | +1.5% | +0.1% | +0.9% |
| 6M | +123.5% | +6.5% | +117.1% | +119.1% |
| YTD | +40.2% | +2.2% | +38.1% | +38.1% |
| 1Y | +81.0% | -41.9% | +122.9% | +92.2% |
| 3Y | +194.8% | +106.8% | +88.0% | +169.6% |
| 5Y | +131.8% | +231.6% | -99.8% | +96.8% |
| All | +35.2% | +293.0% | -257.8% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling