+81.7%
FROG vs SOLS
+17.0%
+64.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | -0.5% | -3.5% | +3.0% | -0.3% |
| 30D | +1.3% | -1.0% | +2.3% | +1.6% |
| 3M | +11.1% | -24.1% | +35.2% | +12.0% |
| 6M | +108.3% | -18.0% | +126.3% | +106.0% |
| YTD | +39.6% | +27.1% | +12.5% | +19.1% |
| All | +81.7% | +17.0% | +64.6% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 10y: compounded portfolio wealth divided by compounded SOLS 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…
10y analysis · Full analysis span regression · 6 months rolling