+294.6%
SPG vs FROG
+21.7%
+272.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | 0.0% | -5.5% | +5.5% | +0.5% |
| 30D | -4.9% | -3.1% | -1.8% | -4.9% |
| 3M | +3.3% | +1.2% | +2.1% | +2.7% |
| 6M | +11.2% | +113.7% | -102.5% | +2.4% |
| YTD | +17.1% | +38.9% | -21.8% | +11.6% |
| 1Y | +21.6% | +72.0% | -50.4% | +12.4% |
| 3Y | +111.9% | +217.1% | -105.2% | +76.5% |
| 5Y | +106.9% | +130.6% | -23.7% | +66.5% |
| All | +294.6% | +21.7% | +272.9% | +211.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling