+30.9%
SPG vs FROG
+83.7%
-52.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +2.8% |
| 7D | +8.2% | -14.1% | +22.2% | +7.6% |
| 30D | +13.5% | -11.8% | +25.2% | +13.1% |
| 3M | +2.2% | +0.1% | +2.1% | +2.4% |
| 6M | +15.9% | +64.2% | -48.3% | +17.4% |
| YTD | +27.6% | +38.2% | -10.6% | +29.4% |
| 1Y | +30.9% | +85.4% | -54.5% | +30.5% |
| All | +30.9% | +83.7% | -52.8% | +30.5% |
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