-8.3%
SHOP vs FROG
+73.6%
-81.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.6% | -7.4% |
| 7D | -4.1% | -5.5% | +1.4% | -3.1% |
| 30D | -11.5% | -3.1% | -8.4% | -11.1% |
| 3M | +21.1% | +1.2% | +19.8% | +20.0% |
| 6M | +3.0% | +113.7% | -110.7% | -12.1% |
| YTD | -16.7% | +38.9% | -55.5% | -24.7% |
| 1Y | -8.3% | +72.0% | -80.3% | -16.3% |
| All | -8.3% | +73.6% | -81.9% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling