+517.6%
SU vs FROG
+22.9%
+494.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.5% |
| 7D | +3.6% | -11.3% | +14.8% | +4.2% |
| 30D | +7.9% | +3.6% | +4.2% | +7.5% |
| 3M | +3.5% | +1.7% | +1.8% | +3.1% |
| 6M | +19.0% | +123.5% | -104.6% | +13.0% |
| YTD | +55.0% | +40.2% | +14.7% | +50.5% |
| 1Y | +71.2% | +81.0% | -9.8% | +63.1% |
| 3Y | +117.4% | +194.8% | -77.3% | +97.9% |
| 5Y | +335.2% | +131.8% | +203.3% | +290.8% |
| All | +517.6% | +22.9% | +494.7% | +458.1% |
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 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