+878.7%
SEI vs FROG
+22.9%
+855.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.3% | +6.8% | +3.9% |
| 7D | +10.2% | -11.3% | +21.5% | +11.9% |
| 30D | -1.0% | +3.6% | -4.7% | -1.7% |
| 3M | -27.9% | +1.7% | -29.6% | -28.3% |
| 6M | +10.4% | +123.5% | -113.1% | -1.2% |
| YTD | +20.1% | +40.2% | -20.1% | +12.9% |
| 1Y | +109.7% | +81.0% | +28.7% | +89.3% |
| 3Y | +458.6% | +194.8% | +263.9% | +367.0% |
| 5Y | +775.3% | +131.8% | +643.5% | +601.2% |
| All | +878.7% | +22.9% | +855.7% | +672.8% |
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 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