0.0%
FSLR vs FROG
+73.1%
-73.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.4% | -4.8% |
| 7D | +0.2% | -4.8% | +5.1% | +0.4% |
| 30D | -15.1% | -0.9% | -14.2% | -15.1% |
| 3M | -22.5% | +7.5% | -30.0% | -22.5% |
| 6M | +4.0% | +107.0% | -103.1% | +4.9% |
| YTD | -22.3% | +39.8% | -62.1% | -20.7% |
| 1Y | 0.0% | +74.8% | -74.8% | +4.2% |
| All | 0.0% | +73.1% | -73.1% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling