+81.0%
FROG vs SITM
+174.8%
-93.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.5% | -9.9% | -3.9% |
| 7D | -11.3% | +9.7% | -21.0% | -12.1% |
| 30D | +3.6% | +12.7% | -9.1% | +2.6% |
| 3M | +1.7% | -13.4% | +15.1% | +1.7% |
| 6M | +123.5% | +59.6% | +63.9% | +112.3% |
| YTD | +40.2% | +73.3% | -33.1% | +32.6% |
| 1Y | +81.0% | +165.5% | -84.6% | +61.2% |
| All | +81.0% | +174.8% | -93.8% | +61.2% |
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