+70.3%
SE vs FROG
+274.0%
-203.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +35.3% | -35.2% | -3.4% |
| 7D | +2.0% | +7.0% | -5.0% | +0.8% |
| 30D | -20.0% | +2.9% | -22.9% | -20.7% |
| 3M | -31.8% | +21.6% | -53.4% | -34.1% |
| 6M | -15.9% | +87.7% | -103.5% | -23.9% |
| YTD | -40.6% | +61.7% | -102.3% | -45.8% |
| 1Y | -50.7% | +113.7% | -164.4% | -57.3% |
| 3Y | +70.3% | +267.7% | -197.4% | +35.0% |
| All | +70.3% | +274.0% | -203.7% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling