-10.1%
SOUN vs FROG
+299.6%
-309.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +1.7% |
| 7D | -5.2% | -11.3% | +6.1% | +0.5% |
| 30D | +4.8% | +3.6% | +1.2% | +2.3% |
| 3M | -15.9% | +1.7% | -17.5% | -17.8% |
| 6M | -17.4% | +123.5% | -140.9% | -48.7% |
| YTD | -32.4% | +40.2% | -72.6% | -48.3% |
| 1Y | -49.3% | +81.0% | -130.3% | -67.9% |
| 3Y | +167.5% | +194.8% | -27.3% | +17.8% |
| All | -10.1% | +299.6% | -309.8% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling