+36.8%
FROG vs SITM
+792.1%
-755.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.1% |
| 7D | -2.2% | +4.8% | -7.0% | -3.3% |
| 30D | +3.0% | -9.7% | +12.7% | +4.9% |
| 3M | +10.3% | -9.3% | +19.6% | +10.1% |
| 6M | +116.7% | +69.5% | +47.2% | +84.0% |
| YTD | +41.9% | +70.5% | -28.6% | +17.8% |
| 1Y | +78.5% | +145.3% | -66.7% | +33.0% |
| 3Y | +224.1% | +432.8% | -208.7% | +76.4% |
| 5Y | +142.4% | +174.0% | -31.6% | +39.3% |
| All | +36.8% | +792.1% | -755.3% | -54.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling