+70.8%
SAP vs FROG
+160.8%
-90.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +35.3% | -39.5% | -9.4% |
| 7D | -0.7% | +7.0% | -7.6% | -2.7% |
| 30D | +11.1% | +2.9% | +8.2% | +9.2% |
| 3M | +17.0% | +21.6% | -4.6% | +11.2% |
| 6M | +34.8% | +87.7% | -52.8% | +17.7% |
| YTD | -2.2% | +61.7% | -63.9% | -13.5% |
| 1Y | -6.4% | +113.7% | -120.1% | -21.9% |
| 3Y | +75.1% | +267.7% | -192.6% | +25.7% |
| All | +70.8% | +160.8% | -90.0% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling