+103.1%
SPG vs FROG
+129.7%
-26.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.6% |
| 7D | -2.4% | -11.3% | +8.9% | -1.2% |
| 30D | -6.8% | +3.6% | -10.5% | -7.5% |
| 3M | +2.7% | +1.7% | +1.0% | +1.8% |
| 6M | +5.5% | +123.5% | -118.1% | -6.2% |
| YTD | +15.7% | +40.2% | -24.5% | +8.4% |
| 1Y | +20.9% | +81.0% | -60.1% | +7.8% |
| 3Y | +112.4% | +194.8% | -82.4% | +64.5% |
| All | +103.1% | +129.7% | -26.6% | +58.7% |
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