+123.5%
FROG vs SITM
+49.4%
+74.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.5% | -9.9% | -4.2% |
| 7D | -11.3% | +9.7% | -21.0% | -12.4% |
| 30D | +3.6% | +12.7% | -9.1% | +2.1% |
| 3M | +1.7% | -13.4% | +15.1% | +1.9% |
| 6M | +123.5% | +59.6% | +63.9% | +100.1% |
| All | +123.5% | +49.4% | +74.2% | +100.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling