+26.4%
SOFI vs FROG
+82.2%
-55.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.1% | -2.4% |
| 7D | -4.9% | +12.5% | -17.4% | -9.4% |
| 30D | +8.4% | +23.5% | -15.1% | -4.0% |
| 3M | -16.3% | +19.4% | -35.7% | -25.5% |
| 6M | +0.7% | +77.0% | -76.3% | -25.4% |
| YTD | -41.1% | +81.9% | -123.0% | -59.8% |
| 1Y | -45.7% | +90.7% | -136.4% | -63.9% |
| 3Y | +119.0% | +328.5% | -209.5% | -17.4% |
| 5Y | -32.2% | +207.0% | -239.3% | -73.2% |
| All | +26.4% | +82.2% | -55.8% | -40.4% |
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