+125.4%
SU vs FROG
+224.1%
-98.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.2% |
| 7D | +1.7% | -2.2% | +3.8% | +1.8% |
| 30D | +9.6% | +3.0% | +6.7% | +9.4% |
| 3M | +11.7% | +10.3% | +1.4% | +10.8% |
| 6M | +21.9% | +116.7% | -94.8% | +15.8% |
| YTD | +58.6% | +41.9% | +16.7% | +54.1% |
| 1Y | +66.5% | +78.5% | -12.0% | +58.3% |
| All | +125.4% | +224.1% | -98.8% | +89.1% |
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