+224.6%
FROG vs SITM
+412.8%
-188.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -4.8% | +3.7% | -8.5% | -5.4% |
| 30D | -0.9% | -14.5% | +13.6% | +1.3% |
| 3M | +7.5% | -10.6% | +18.0% | +7.6% |
| 6M | +107.0% | +65.5% | +41.5% | +84.6% |
| YTD | +39.8% | +67.0% | -27.2% | +22.6% |
| 1Y | +74.8% | +138.6% | -63.8% | +40.7% |
| All | +224.6% | +412.8% | -188.2% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling