-33.3%
SOFI vs FROG
+74.0%
-107.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | -4.9% | -0.5% | -4.5% | -4.9% |
| 30D | -3.5% | +1.3% | -4.8% | -3.8% |
| 3M | +3.9% | +11.1% | -7.2% | +1.2% |
| 6M | -6.5% | +108.3% | -114.8% | -20.4% |
| YTD | -33.8% | +39.6% | -73.4% | -39.0% |
| 1Y | -33.3% | +74.7% | -108.0% | -41.3% |
| All | -33.3% | +74.0% | -107.3% | -41.3% |
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