+205.3%
SYF vs FROG
+51.8%
+153.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -1.5% |
| 7D | -4.3% | +27.1% | -31.4% | -7.6% |
| 30D | +1.0% | +5.8% | -4.8% | -0.5% |
| 3M | -6.4% | +20.8% | -27.3% | -9.8% |
| 6M | +1.0% | +53.3% | -52.3% | -6.2% |
| YTD | -10.7% | +73.2% | -83.9% | -20.0% |
| 1Y | +1.8% | +80.3% | -78.5% | -9.4% |
| 3Y | +165.8% | +318.3% | -152.5% | +101.6% |
| 5Y | +65.9% | +179.9% | -114.0% | +21.3% |
| All | +205.3% | +51.8% | +153.5% | +120.2% |
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