+224.6%
FROG vs SIRI
-24.2%
+248.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -4.8% | -3.9% | -0.9% | -4.2% |
| 30D | -0.9% | -0.8% | -0.1% | -0.9% |
| 3M | +7.5% | +4.3% | +3.1% | +6.5% |
| 6M | +107.0% | +34.1% | +73.0% | +97.0% |
| YTD | +39.8% | +47.3% | -7.5% | +30.5% |
| 1Y | +74.8% | +22.9% | +51.9% | +67.9% |
| All | +224.6% | -24.2% | +248.8% | +234.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling