-14.1%
SRE vs FROG
+61.8%
-76.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +1.0% |
| 7D | -1.1% | +48.2% | -49.3% | +1.0% |
| 30D | -4.1% | +11.4% | -15.5% | -3.4% |
| 3M | -7.3% | +28.5% | -35.9% | -5.7% |
| 6M | -14.1% | +63.7% | -77.9% | -10.8% |
| All | -14.1% | +61.8% | -76.0% | -10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling