+117.0%
SO vs FROG
+55.2%
+61.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.4% |
| 7D | -0.9% | +48.2% | -49.1% | -0.1% |
| 30D | +4.9% | +11.4% | -6.5% | +5.4% |
| 3M | +0.8% | +28.5% | -27.8% | +1.5% |
| 6M | +0.6% | +63.7% | -63.2% | +1.6% |
| YTD | +8.7% | +77.1% | -68.4% | +9.9% |
| 1Y | +4.0% | +79.3% | -75.4% | +5.2% |
| 3Y | +50.6% | +323.8% | -273.2% | +52.2% |
| 5Y | +77.5% | +198.9% | -121.4% | +77.7% |
| All | +117.0% | +55.2% | +61.8% | +120.5% |
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