+85.4%
FROG vs SITM
+47.5%
+37.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.4% | +6.9% | -1.4% |
| 7D | -14.1% | -19.5% | +5.5% | -12.2% |
| 30D | -11.8% | -43.2% | +31.4% | -7.8% |
| 3M | +0.1% | -30.8% | +31.0% | +3.1% |
| 6M | +64.2% | -28.6% | +92.8% | +67.3% |
| YTD | +38.2% | +14.2% | +24.1% | +38.0% |
| 1Y | +85.4% | +44.4% | +41.0% | +83.2% |
| All | +85.4% | +47.5% | +37.9% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling