-6.4%
SAP vs FROG
+118.5%
-125.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +35.3% | -39.5% | -7.4% |
| 7D | -0.7% | +7.0% | -7.6% | -1.1% |
| 30D | +11.1% | +2.9% | +8.2% | +10.9% |
| 3M | +17.0% | +21.6% | -4.6% | +13.3% |
| 6M | +34.8% | +87.7% | -52.8% | +22.5% |
| YTD | -2.2% | +61.7% | -63.9% | -10.5% |
| 1Y | -6.4% | +113.7% | -120.1% | -14.5% |
| All | -6.4% | +118.5% | -125.0% | -14.5% |
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 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