+45.5%
SPGI vs FROG
+41.7%
+3.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +35.3% | -36.3% | -4.4% |
| 7D | +0.3% | +7.0% | -6.7% | -1.0% |
| 30D | +18.4% | +2.9% | +15.5% | +17.1% |
| 3M | +15.7% | +21.6% | -5.9% | +11.9% |
| 6M | +17.3% | +87.7% | -70.4% | +7.3% |
| YTD | -4.7% | +61.7% | -66.4% | -12.3% |
| 1Y | +1.8% | +113.7% | -111.9% | -9.9% |
| 3Y | +31.7% | +267.7% | -236.0% | +4.7% |
| 5Y | +12.1% | +158.8% | -146.7% | -13.2% |
| All | +45.5% | +41.7% | +3.8% | +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