+58.3%
SRE vs FROG
+45.3%
+13.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.4% |
| 7D | -8.2% | +17.0% | -25.2% | -8.6% |
| 30D | -3.6% | +1.3% | -4.9% | -3.8% |
| 3M | -6.3% | +17.5% | -23.7% | -6.9% |
| 6M | -13.0% | +46.8% | -59.8% | -14.5% |
| YTD | -9.2% | +65.8% | -75.0% | -11.6% |
| 1Y | -13.1% | +61.0% | -74.1% | -15.4% |
| 3Y | +22.4% | +296.7% | -274.3% | +12.8% |
| 5Y | +47.1% | +177.8% | -130.7% | +34.5% |
| All | +58.3% | +45.3% | +13.0% | +48.4% |
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 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