+36.8%
FROG vs SIRI
-35.0%
+71.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | -2.2% | -3.0% | +0.8% | -1.7% |
| 30D | +3.0% | +1.3% | +1.7% | +2.7% |
| 3M | +10.3% | +5.6% | +4.7% | +9.1% |
| 6M | +116.7% | +35.2% | +81.5% | +105.2% |
| YTD | +41.9% | +49.1% | -7.1% | +31.6% |
| 1Y | +78.5% | +26.8% | +51.7% | +69.9% |
| 3Y | +224.1% | -23.7% | +247.8% | +225.9% |
| 5Y | +142.4% | -41.8% | +184.2% | +157.0% |
| All | +36.8% | -35.0% | +71.8% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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