+1.7%
SPGI vs FROG
+78.6%
-76.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | +0.4% |
| 7D | -0.9% | +27.1% | -28.0% | -2.0% |
| 30D | +15.5% | +5.8% | +9.7% | +15.4% |
| 3M | +15.7% | +20.8% | -5.2% | +13.9% |
| 6M | +19.1% | +53.3% | -34.3% | +14.9% |
| YTD | -4.1% | +73.2% | -77.3% | -9.9% |
| All | +1.7% | +78.6% | -76.8% | -4.4% |
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