+35.2%
FROG vs SITM
+806.7%
-771.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.5% | -9.9% | -4.7% |
| 7D | -11.3% | +9.7% | -21.0% | -13.1% |
| 30D | +3.6% | +12.7% | -9.1% | -0.1% |
| 3M | +1.7% | -13.4% | +15.1% | +2.4% |
| 6M | +123.5% | +59.6% | +63.9% | +91.9% |
| YTD | +40.2% | +73.3% | -33.1% | +16.1% |
| 1Y | +81.0% | +165.5% | -84.6% | +32.3% |
| 3Y | +194.8% | +368.7% | -174.0% | +66.1% |
| 5Y | +131.8% | +172.5% | -40.7% | +33.5% |
| All | +35.2% | +806.7% | -771.5% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling