+91.3%
SYF vs FROG
+129.7%
-38.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.6% |
| 7D | +2.4% | -11.3% | +13.7% | +4.4% |
| 30D | +0.8% | +3.6% | -2.8% | -0.2% |
| 3M | +13.4% | +1.7% | +11.7% | +12.1% |
| 6M | +16.3% | +123.5% | -107.2% | -1.8% |
| YTD | -3.0% | +40.2% | -43.3% | -11.8% |
| 1Y | +5.7% | +81.0% | -75.3% | -9.8% |
| 3Y | +160.1% | +194.8% | -34.6% | +87.7% |
| All | +91.3% | +129.7% | -38.3% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling