+226.3%
SYF vs FROG
+21.7%
+204.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +2.6% | -5.5% | +8.1% | +3.4% |
| 30D | 0.0% | -3.1% | +3.2% | +0.2% |
| 3M | +11.9% | +1.2% | +10.7% | +11.0% |
| 6M | +18.9% | +113.7% | -94.8% | +5.4% |
| YTD | -4.6% | +38.9% | -43.4% | -11.1% |
| 1Y | +6.4% | +72.0% | -65.6% | -4.6% |
| 3Y | +167.2% | +217.1% | -49.9% | +111.5% |
| 5Y | +92.3% | +130.6% | -38.3% | +45.8% |
| All | +226.3% | +21.7% | +204.6% | +144.6% |
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