+75.8%
FROG vs SITM
+135.9%
-60.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -4.8% | +3.7% | -8.5% | -5.2% |
| 30D | -0.9% | -14.5% | +13.6% | +0.3% |
| 3M | +7.5% | -10.6% | +18.0% | +7.3% |
| 6M | +107.0% | +65.5% | +41.5% | +97.6% |
| YTD | +39.8% | +67.0% | -27.2% | +32.8% |
| All | +75.8% | +135.9% | -60.1% | +57.3% |
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 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