-48.8%
SE vs FROG
+83.7%
-132.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.4% | +6.9% | +4.5% |
| 7D | +6.7% | -14.1% | +20.7% | +7.1% |
| 30D | -17.2% | -11.8% | -5.4% | -16.9% |
| 3M | -28.0% | +0.1% | -28.2% | -28.2% |
| 6M | -6.1% | +64.2% | -70.3% | -8.8% |
| YTD | -37.1% | +38.2% | -75.4% | -39.4% |
| 1Y | -48.8% | +85.4% | -134.2% | -50.8% |
| All | -48.8% | +83.7% | -132.5% | -50.8% |
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