+684.7%
SEI vs FROG
+323.8%
+361.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +27.6% | +48.2% | -20.6% | +16.6% |
| 30D | -17.1% | +11.4% | -28.5% | -19.8% |
| 3M | +4.6% | +28.5% | -24.0% | -1.7% |
| 6M | -15.1% | +63.7% | -78.8% | -23.5% |
| YTD | +41.2% | +77.1% | -35.9% | +23.2% |
| 1Y | +37.5% | +79.3% | -41.8% | +19.7% |
| All | +684.7% | +323.8% | +361.0% | +448.0% |
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