+159.6%
SYF vs FROG
+335.2%
-175.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.6% |
| 7D | -2.0% | +12.5% | -14.5% | -3.2% |
| 30D | +1.2% | +23.5% | -22.3% | -1.6% |
| 3M | -9.4% | +19.4% | -28.8% | -11.8% |
| 6M | +4.4% | +77.0% | -72.6% | -3.9% |
| YTD | -11.9% | +81.9% | -93.8% | -20.6% |
| 1Y | -0.4% | +90.7% | -91.1% | -11.0% |
| 3Y | +159.6% | +328.5% | -169.0% | +89.2% |
| All | +159.6% | +335.2% | -175.7% | +89.2% |
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 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