-2.7%
SBUX vs FROG
+125.4%
-128.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -3.9% | -5.5% | +1.6% | -3.2% |
| 30D | -2.8% | -3.1% | +0.3% | -2.7% |
| 3M | +8.2% | +1.2% | +7.0% | +7.2% |
| 6M | +4.3% | +113.7% | -109.4% | -8.4% |
| YTD | +23.3% | +38.9% | -15.5% | +14.3% |
| 1Y | +24.3% | +72.0% | -47.7% | +10.0% |
| 3Y | +15.5% | +217.1% | -201.7% | -15.0% |
| 5Y | -2.7% | +130.6% | -133.3% | -29.7% |
| All | -2.7% | +125.4% | -128.1% | -29.7% |
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