-24.0%
SE vs FROG
+22.9%
-47.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.2% |
| 7D | -6.1% | -11.3% | +5.2% | -2.3% |
| 30D | -2.5% | +3.6% | -6.1% | -5.0% |
| 3M | +21.7% | +1.7% | +20.0% | +18.0% |
| 6M | +27.0% | +123.5% | -96.5% | -11.7% |
| YTD | -12.1% | +40.2% | -52.4% | -29.1% |
| 1Y | -40.9% | +81.0% | -121.9% | -58.5% |
| 3Y | +191.0% | +194.8% | -3.8% | +36.9% |
| 5Y | -68.3% | +131.8% | -200.1% | -85.0% |
| All | -24.0% | +22.9% | -47.0% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling