+135.9%
SHOP vs FROG
+335.2%
-199.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.4% |
| 7D | -1.2% | +12.5% | -13.7% | -4.1% |
| 30D | -14.7% | +23.5% | -38.3% | -20.3% |
| 3M | -7.2% | +19.4% | -26.6% | -13.0% |
| 6M | +54.2% | +77.0% | -22.8% | +28.6% |
| YTD | -8.6% | +81.9% | -90.5% | -26.7% |
| 1Y | +0.5% | +90.7% | -90.2% | -20.6% |
| 3Y | +135.9% | +328.5% | -192.6% | +27.4% |
| All | +135.9% | +335.2% | -199.3% | +27.4% |
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