+46.5%
SPGI vs FROG
+51.8%
-5.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | 0.0% |
| 7D | -0.9% | +27.1% | -28.0% | -3.8% |
| 30D | +15.5% | +5.8% | +9.7% | +14.0% |
| 3M | +15.7% | +20.8% | -5.2% | +12.1% |
| 6M | +19.1% | +53.3% | -34.3% | +11.9% |
| YTD | -4.1% | +73.2% | -77.3% | -12.3% |
| 1Y | +1.2% | +80.3% | -79.1% | -8.1% |
| 3Y | +31.6% | +318.3% | -286.7% | +3.0% |
| 5Y | +12.4% | +179.9% | -167.5% | -13.5% |
| All | +46.5% | +51.8% | -5.3% | +14.3% |
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