-13.6%
SOUN vs FROG
+298.4%
-312.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | -4.4% | -4.8% | +0.4% | -2.1% |
| 30D | -13.1% | -0.9% | -12.2% | -13.5% |
| 3M | -7.7% | +7.5% | -15.1% | -12.4% |
| 6M | -21.2% | +107.0% | -128.2% | -48.9% |
| YTD | -35.0% | +39.8% | -74.8% | -50.2% |
| 1Y | -56.4% | +74.8% | -131.2% | -71.8% |
| 3Y | +181.7% | +219.3% | -37.5% | +19.0% |
| All | -13.6% | +298.4% | -312.0% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling