+108.8%
SO vs FROG
+21.7%
+87.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | +1.0% | -5.5% | +6.5% | +0.9% |
| 30D | -3.2% | -3.1% | -0.1% | -3.2% |
| 3M | -1.7% | +1.2% | -2.9% | -1.6% |
| 6M | -7.2% | +113.7% | -120.9% | -6.4% |
| YTD | +4.6% | +38.9% | -34.3% | +5.1% |
| 1Y | +1.2% | +72.0% | -70.8% | +1.9% |
| 3Y | +45.3% | +217.1% | -171.8% | +45.8% |
| 5Y | +58.7% | +130.6% | -71.9% | +57.8% |
| All | +108.8% | +21.7% | +87.1% | +110.9% |
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