+120.6%
SEI vs FROG
+76.4%
+44.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -5.3% |
| 7D | +20.7% | -2.2% | +22.8% | +20.9% |
| 30D | +9.1% | +3.0% | +6.2% | +8.9% |
| 3M | -6.0% | +10.3% | -16.3% | -7.0% |
| 6M | +18.9% | +116.7% | -97.8% | +14.3% |
| YTD | +40.1% | +41.9% | -1.8% | +37.2% |
| 1Y | +120.6% | +78.5% | +42.1% | +129.8% |
| All | +120.6% | +76.4% | +44.3% | +129.8% |
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