+0.2%
SO vs FROG
+75.3%
-75.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.9% |
| 7D | -0.2% | -11.3% | +11.1% | -0.6% |
| 30D | -4.6% | +3.6% | -8.2% | -4.4% |
| 3M | -3.0% | +1.7% | -4.7% | -2.8% |
| 6M | -8.3% | +123.5% | -131.8% | -6.4% |
| YTD | +3.5% | +40.2% | -36.7% | +4.2% |
| All | +0.2% | +75.3% | -75.1% | +1.3% |
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 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 · 6 months rolling