+290.0%
SPG vs FROG
+22.9%
+267.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.7% |
| 7D | -2.4% | -11.3% | +8.9% | -1.5% |
| 30D | -6.8% | +3.6% | -10.5% | -7.3% |
| 3M | +2.7% | +1.7% | +1.0% | +2.0% |
| 6M | +5.5% | +123.5% | -118.1% | -3.4% |
| YTD | +15.7% | +40.2% | -24.5% | +10.2% |
| 1Y | +20.9% | +81.0% | -60.1% | +11.1% |
| 3Y | +112.4% | +194.8% | -82.4% | +78.4% |
| 5Y | +101.4% | +131.8% | -30.5% | +61.8% |
| All | +290.0% | +22.9% | +267.1% | +207.8% |
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