-72.8%
SOUN vs FROG
+72.8%
-145.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.0% | -8.9% | -8.1% |
| 7D | -15.5% | +48.2% | -63.7% | -23.8% |
| 30D | -26.2% | +11.4% | -37.6% | -28.1% |
| 3M | -51.4% | +28.5% | -79.9% | -54.8% |
| 6M | -55.3% | +63.7% | -119.1% | -60.9% |
| YTD | -63.9% | +77.1% | -141.0% | -71.3% |
| 1Y | -72.8% | +79.3% | -152.2% | -78.4% |
| All | -72.8% | +72.8% | -145.6% | -78.4% |
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 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