+59.2%
SGI vs FROG
+206.6%
-147.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.8% |
| 7D | +8.5% | -11.3% | +19.8% | +9.5% |
| 30D | +0.7% | +3.6% | -3.0% | +0.2% |
| 3M | +0.6% | +1.7% | -1.1% | +0.1% |
| 6M | -17.9% | +123.5% | -141.5% | -24.7% |
| YTD | -21.2% | +40.2% | -61.4% | -24.7% |
| 1Y | -18.9% | +81.0% | -99.8% | -25.1% |
| All | +59.2% | +206.6% | -147.5% | +54.7% |
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