+119.6%
SO vs FROG
+59.4%
+60.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.3% |
| 7D | +1.4% | +12.5% | -11.1% | +1.6% |
| 30D | +4.7% | +23.5% | -18.8% | +5.3% |
| 3M | +1.7% | +19.4% | -17.7% | +2.3% |
| 6M | +2.2% | +77.0% | -74.9% | +3.3% |
| YTD | +10.0% | +81.9% | -71.9% | +11.3% |
| 1Y | +6.0% | +90.7% | -84.6% | +7.4% |
| 3Y | +54.1% | +328.5% | -274.4% | +55.8% |
| 5Y | +79.6% | +207.0% | -127.4% | +80.0% |
| All | +119.6% | +59.4% | +60.2% | +123.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling