-68.1%
SE vs FROG
+129.7%
-197.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.3% |
| 7D | -6.1% | -11.3% | +5.2% | -2.2% |
| 30D | -2.5% | +3.6% | -6.1% | -5.1% |
| 3M | +21.7% | +1.7% | +20.0% | +17.8% |
| 6M | +27.0% | +123.5% | -96.5% | -13.3% |
| YTD | -12.1% | +40.2% | -52.4% | -29.7% |
| 1Y | -40.9% | +81.0% | -121.9% | -59.4% |
| 3Y | +191.0% | +194.8% | -3.8% | +22.9% |
| All | -68.1% | +129.7% | -197.7% | -86.5% |
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