+196.3%
FSLR vs FROG
+21.7%
+174.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | +6.8% | -5.5% | +12.3% | +7.7% |
| 30D | -14.7% | -3.1% | -11.6% | -14.5% |
| 3M | -22.6% | +1.2% | -23.8% | -23.2% |
| 6M | +12.7% | +113.7% | -101.0% | -1.2% |
| YTD | -18.4% | +38.9% | -57.2% | -24.4% |
| 1Y | +4.9% | +72.0% | -67.0% | -7.4% |
| 3Y | +16.4% | +217.1% | -200.7% | -14.1% |
| 5Y | +123.5% | +130.6% | -7.1% | +62.3% |
| All | +196.3% | +21.7% | +174.7% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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