+70.7%
FROG vs SUI
-2.8%
+73.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +48.2% | -3.8% | +52.0% | +49.8% |
| 30D | +11.4% | +3.9% | +7.5% | +9.1% |
| 3M | +28.5% | +0.2% | +28.3% | +27.3% |
| 6M | +63.7% | -4.2% | +67.9% | +63.7% |
| YTD | +77.1% | -2.5% | +79.6% | +75.0% |
| 1Y | +79.3% | -4.0% | +83.4% | +78.2% |
| 3Y | +323.8% | +16.5% | +307.2% | +273.4% |
| 5Y | +198.9% | -27.2% | +226.1% | +223.4% |
| All | +70.7% | -2.8% | +73.5% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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