+179.5%
FSLR vs FROG
+41.7%
+137.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +35.3% | -32.6% | -2.1% |
| 7D | +15.3% | +7.0% | +8.4% | +13.2% |
| 30D | +11.7% | +2.9% | +8.8% | +10.0% |
| 3M | -17.6% | +21.6% | -39.2% | -21.2% |
| 6M | -7.7% | +87.7% | -95.4% | -18.1% |
| YTD | -23.0% | +61.7% | -84.7% | -31.1% |
| 1Y | -26.0% | +113.7% | -139.7% | -37.7% |
| 3Y | +36.9% | +267.7% | -230.9% | -2.0% |
| 5Y | +72.9% | +158.8% | -85.9% | +22.0% |
| All | +179.5% | +41.7% | +137.8% | +95.4% |
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