+14.4%
SGOV vs FROG
+218.8%
-204.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | +0.3% | +1.3% | -1.0% | +0.3% |
| 3M | +0.9% | +11.1% | -10.1% | +0.9% |
| 6M | +1.8% | +108.3% | -106.5% | +1.8% |
| YTD | +2.5% | +39.6% | -37.0% | +2.5% |
| 1Y | +3.8% | +74.7% | -71.0% | +3.8% |
| 3Y | +14.4% | +224.1% | -209.7% | +14.3% |
| All | +14.4% | +218.8% | -204.4% | +14.3% |
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