+15.2%
FROG vs SUI
+1.1%
+14.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.7% | -14.3% | -13.8% |
| 7D | -24.5% | +8.8% | -33.3% | -26.7% |
| 30D | -24.3% | +8.9% | -33.2% | -26.8% |
| 3M | -11.7% | +2.0% | -13.7% | -12.8% |
| 6M | +37.1% | -0.6% | +37.8% | +35.8% |
| YTD | +19.5% | +1.3% | +18.1% | +16.8% |
| 1Y | +61.8% | +1.3% | +60.5% | +58.3% |
| 3Y | +178.1% | +16.3% | +161.8% | +147.6% |
| 5Y | +91.2% | -25.1% | +116.3% | +105.4% |
| All | +15.2% | +1.1% | +14.1% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling