+163.3%
SYF vs FROG
+274.0%
-110.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.8% | -4.0% |
| 7D | -2.1% | +7.0% | -9.1% | -3.3% |
| 30D | +2.5% | +2.9% | -0.4% | +1.6% |
| 3M | -6.3% | +21.6% | -27.9% | -9.4% |
| 6M | -1.5% | +87.7% | -89.1% | -10.7% |
| YTD | -10.5% | +61.7% | -72.2% | -18.3% |
| 1Y | +1.5% | +113.7% | -112.2% | -12.3% |
| 3Y | +163.3% | +267.7% | -104.5% | +94.3% |
| All | +163.3% | +274.0% | -110.7% | +94.3% |
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