+75.3%
FROG vs SIRI
-27.7%
+103.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | +12.5% | -1.7% | +14.2% | +12.8% |
| 30D | +23.5% | +21.1% | +2.4% | +19.3% |
| 3M | +19.4% | +14.7% | +4.7% | +16.4% |
| 6M | +77.0% | +22.9% | +54.1% | +69.9% |
| YTD | +81.9% | +65.7% | +16.1% | +65.3% |
| 1Y | +90.7% | +53.5% | +37.2% | +75.6% |
| 3Y | +328.5% | -23.0% | +351.5% | +331.4% |
| 5Y | +207.0% | -41.5% | +248.5% | +228.1% |
| All | +75.3% | -27.7% | +103.0% | +76.2% |
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