+209.8%
SGI vs FROG
+51.8%
+158.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.1% | -3.9% | +2.4% |
| 7D | -0.2% | +27.1% | -27.3% | -3.9% |
| 30D | +6.6% | +5.8% | +0.7% | +4.8% |
| 3M | +1.8% | +20.8% | -19.0% | -2.2% |
| 6M | -3.9% | +53.3% | -57.2% | -11.6% |
| YTD | -25.2% | +73.2% | -98.4% | -34.0% |
| 1Y | -26.7% | +80.3% | -107.0% | -35.9% |
| 3Y | +86.8% | +318.3% | -231.6% | +31.7% |
| 5Y | +56.6% | +179.9% | -123.3% | +8.3% |
| All | +209.8% | +51.8% | +158.0% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling