+47.9%
SO vs FROG
+274.0%
-226.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +35.3% | -36.4% | +0.5% |
| 7D | -1.5% | +7.0% | -8.4% | -0.9% |
| 30D | +8.1% | +2.9% | +5.2% | +8.6% |
| 3M | +0.2% | +21.6% | -21.4% | +1.5% |
| 6M | +0.4% | +87.7% | -87.3% | +3.5% |
| YTD | +8.5% | +61.7% | -53.2% | +11.4% |
| 1Y | +4.9% | +113.7% | -108.7% | +9.0% |
| 3Y | +47.9% | +267.7% | -219.8% | +52.9% |
| All | +47.9% | +274.0% | -226.1% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling