+35.2%
FROG vs SIRI
-34.7%
+69.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.9% |
| 7D | -11.3% | +1.6% | -12.9% | -11.5% |
| 30D | +3.6% | -4.7% | +8.4% | +4.4% |
| 3M | +1.7% | +5.3% | -3.6% | +0.6% |
| 6M | +123.5% | +30.5% | +93.0% | +112.9% |
| YTD | +40.2% | +49.6% | -9.4% | +30.0% |
| 1Y | +81.0% | +28.5% | +52.5% | +71.8% |
| 3Y | +194.8% | -27.5% | +222.2% | +199.2% |
| 5Y | +131.8% | -44.7% | +176.5% | +148.8% |
| All | +35.2% | -34.7% | +69.9% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling