-40.8%
SOFI vs FROG
+83.7%
-124.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.1% | +4.1% |
| 7D | +1.4% | -14.1% | +15.5% | +4.6% |
| 30D | +9.2% | -11.8% | +20.9% | +11.8% |
| 3M | -7.1% | +0.1% | -7.2% | -7.5% |
| 6M | +7.3% | +64.2% | -56.9% | -1.8% |
| YTD | -33.6% | +38.2% | -71.8% | -38.8% |
| 1Y | -40.8% | +85.4% | -126.2% | -50.1% |
| All | -40.8% | +83.7% | -124.5% | -50.1% |
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