+75.3%
FROG vs SITM
+558.5%
-483.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.5% | +8.2% | +4.0% |
| 7D | +12.5% | +6.6% | +5.9% | +10.8% |
| 30D | +23.5% | -15.3% | +38.8% | +28.6% |
| 3M | +19.4% | -35.4% | +54.8% | +30.1% |
| 6M | +77.0% | -46.8% | +123.8% | +96.1% |
| YTD | +81.9% | +25.9% | +56.0% | +60.4% |
| 1Y | +90.7% | +54.0% | +36.7% | +59.6% |
| 3Y | +328.5% | +315.6% | +12.9% | +143.8% |
| 5Y | +207.0% | +74.4% | +132.6% | +97.4% |
| All | +75.3% | +558.5% | -483.1% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling