+80.9%
SGI vs FROG
+279.9%
-199.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +35.3% | -40.8% | -7.3% |
| 7D | +1.0% | +7.0% | -6.0% | +0.6% |
| 30D | +3.9% | +2.9% | +1.0% | +3.7% |
| 3M | -0.8% | +21.6% | -22.4% | -2.7% |
| 6M | -18.0% | +87.7% | -105.6% | -23.4% |
| YTD | -27.6% | +61.7% | -89.3% | -32.0% |
| 1Y | -27.2% | +113.7% | -140.9% | -34.5% |
| All | +80.9% | +279.9% | -199.1% | +17.3% |
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