+133.0%
FROG vs SITM
+164.5%
-31.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -4.8% | +3.7% | -8.5% | -5.6% |
| 30D | -0.9% | -14.5% | +13.6% | +2.0% |
| 3M | +7.5% | -10.6% | +18.0% | +7.6% |
| 6M | +107.0% | +65.5% | +41.5% | +77.4% |
| YTD | +39.8% | +67.0% | -27.2% | +17.1% |
| 1Y | +74.8% | +138.6% | -63.8% | +31.8% |
| 3Y | +219.3% | +421.8% | -202.6% | +75.2% |
| 5Y | +133.0% | +172.4% | -39.5% | +33.3% |
| All | +133.0% | +164.5% | -31.5% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling