+185.7%
SOUN vs FROG
+202.6%
-17.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.0% |
| 7D | -4.1% | -5.5% | +1.4% | -1.4% |
| 30D | -18.1% | -3.1% | -15.0% | -17.5% |
| 3M | -12.3% | +1.2% | -13.5% | -14.2% |
| 6M | -18.6% | +113.7% | -132.3% | -48.1% |
| YTD | -34.1% | +38.9% | -73.0% | -49.0% |
| 1Y | -57.0% | +72.0% | -129.0% | -72.0% |
| 3Y | +185.7% | +217.1% | -31.5% | +5.6% |
| All | +185.7% | +202.6% | -17.0% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling