+14.4%
FROG vs SIRI
+19.7%
-5.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +3.0% |
| 7D | +12.5% | -1.7% | +14.2% | +11.1% |
| 30D | +23.5% | +21.1% | +2.4% | +42.3% |
| All | +14.4% | +19.7% | -5.3% | +31.6% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling