+42.0%
SOFI vs FROG
+39.8%
+2.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.4% |
| 7D | -4.9% | -0.5% | -4.5% | -4.8% |
| 30D | -3.5% | +1.3% | -4.8% | -4.6% |
| 3M | +3.9% | +11.1% | -7.2% | -2.1% |
| 6M | -6.5% | +108.3% | -114.8% | -36.0% |
| YTD | -33.8% | +39.6% | -73.4% | -47.5% |
| 1Y | -33.3% | +74.7% | -108.0% | -53.6% |
| 3Y | +94.6% | +224.1% | -129.5% | -14.6% |
| 5Y | +13.3% | +138.4% | -125.1% | -48.3% |
| All | +42.0% | +39.8% | +2.1% | -22.2% |
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