+531.4%
SU vs FROG
+22.3%
+509.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | -0.1% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +8.4% | +1.3% | +7.1% | +8.3% |
| 3M | +12.1% | +11.1% | +1.0% | +11.1% |
| 6M | +19.7% | +108.3% | -88.6% | +14.1% |
| YTD | +58.4% | +39.6% | +18.8% | +53.9% |
| 1Y | +67.2% | +74.7% | -7.5% | +59.6% |
| 3Y | +125.0% | +224.1% | -99.1% | +103.8% |
| 5Y | +355.1% | +138.4% | +216.7% | +308.9% |
| All | +531.4% | +22.3% | +509.0% | +470.7% |
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