+593.8%
SEI vs FROG
+219.3%
+374.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.7% |
| 7D | +28.2% | -4.8% | +33.0% | +29.2% |
| 30D | +15.5% | -0.9% | +16.4% | +15.4% |
| 3M | -1.4% | +7.5% | -8.8% | -3.1% |
| 6M | +37.4% | +107.0% | -69.6% | +19.4% |
| YTD | +47.8% | +39.8% | +8.0% | +36.3% |
| 1Y | +174.3% | +74.8% | +99.5% | +139.0% |
| All | +593.8% | +219.3% | +374.6% | +391.3% |
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