+32.2%
SPG vs FROG
+118.5%
-86.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +35.3% | -34.5% | +1.7% |
| 7D | +4.9% | +7.0% | -2.1% | +5.0% |
| 30D | +15.6% | +2.9% | +12.7% | +15.7% |
| 3M | +4.1% | +21.6% | -17.5% | +4.8% |
| 6M | +13.6% | +87.7% | -74.1% | +15.5% |
| YTD | +27.5% | +61.7% | -34.1% | +29.8% |
| 1Y | +32.2% | +113.7% | -81.4% | +32.6% |
| All | +32.2% | +118.5% | -86.3% | +32.6% |
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 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