-11.7%
FROG vs SUI
+1.4%
-13.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.7% | -14.3% | -13.2% |
| 7D | -24.5% | +8.8% | -33.3% | -21.5% |
| 30D | -24.3% | +8.9% | -33.2% | -22.6% |
| 3M | -11.7% | +2.0% | -13.7% | -8.4% |
| All | -11.7% | +1.4% | -13.2% | -8.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling