+68.2%
SRE vs FROG
+24.4%
+43.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.2% |
| 7D | -0.7% | -2.2% | +1.5% | -0.6% |
| 30D | -1.7% | +3.0% | -4.7% | -1.9% |
| 3M | -7.1% | +10.3% | -17.4% | -7.6% |
| 6M | -8.4% | +116.7% | -125.1% | -11.6% |
| YTD | -3.5% | +41.9% | -45.4% | -5.5% |
| 1Y | +5.4% | +78.5% | -73.1% | +1.8% |
| 3Y | +29.5% | +224.1% | -194.6% | +20.1% |
| 5Y | +48.3% | +142.4% | -94.1% | +36.3% |
| All | +68.2% | +24.4% | +43.9% | +58.7% |
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