+106.8%
SO vs FROG
+22.9%
+83.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.8% |
| 7D | -0.2% | -11.3% | +11.1% | -0.3% |
| 30D | -4.6% | +3.6% | -8.2% | -4.5% |
| 3M | -3.0% | +1.7% | -4.7% | -2.9% |
| 6M | -8.3% | +123.5% | -131.8% | -7.4% |
| YTD | +3.5% | +40.2% | -36.7% | +4.1% |
| 1Y | -0.9% | +81.0% | -81.9% | -0.2% |
| 3Y | +45.4% | +194.8% | -149.4% | +45.9% |
| 5Y | +59.6% | +131.8% | -72.2% | +58.7% |
| All | +106.8% | +22.9% | +83.8% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling