+23.0%
SRE vs FROG
+296.7%
-273.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.4% |
| 7D | -8.2% | +17.0% | -25.2% | -8.3% |
| 30D | -3.6% | +1.3% | -4.9% | -3.6% |
| 3M | -6.3% | +17.5% | -23.7% | -6.6% |
| 6M | -13.0% | +46.8% | -59.8% | -14.2% |
| YTD | -9.2% | +65.8% | -75.0% | -11.0% |
| 1Y | -13.1% | +61.0% | -74.1% | -14.8% |
| All | +23.0% | +296.7% | -273.8% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling