+68.3%
SRE vs FROG
+22.9%
+45.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.5% |
| 7D | -0.3% | -11.3% | +11.0% | 0.0% |
| 30D | -0.7% | +3.6% | -4.4% | -1.0% |
| 3M | -6.3% | +1.7% | -8.0% | -6.6% |
| 6M | -10.7% | +123.5% | -134.2% | -14.0% |
| YTD | -3.5% | +40.2% | -43.7% | -5.4% |
| 1Y | +5.3% | +81.0% | -75.7% | +1.6% |
| 3Y | +31.8% | +194.8% | -163.0% | +22.6% |
| 5Y | +47.4% | +131.8% | -84.4% | +35.5% |
| All | +68.3% | +22.9% | +45.4% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling