-59.0%
SKUU vs FROG
-4.4%
-54.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.4% | -7.9% | -8.5% |
| 7D | -25.6% | -14.1% | -11.5% | -16.3% |
| 30D | -49.6% | -11.8% | -37.8% | -44.1% |
| 3M | -26.8% | +0.1% | -27.0% | -33.1% |
| All | -59.0% | -4.4% | -54.6% | -58.1% |
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 · Available span rolling