+110.7%
FROG vs SUNB
-5.1%
+115.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.3% | -3.2% |
| 7D | -11.3% | -6.3% | -5.0% | -11.4% |
| 30D | +3.6% | -14.2% | +17.8% | +3.0% |
| 3M | +1.7% | -14.7% | +16.4% | +0.9% |
| 6M | +123.5% | -7.9% | +131.4% | +133.0% |
| All | +110.7% | -5.1% | +115.7% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 1y: compounded portfolio wealth divided by compounded SUNB 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…
1y analysis · Full analysis span regression · 6 months rolling