+5.0%
SYK vs FROG
+140.9%
-135.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | -12.3% | -2.2% | -10.2% | -12.2% |
| 30D | -22.4% | +3.0% | -25.4% | -22.8% |
| 3M | -12.3% | +10.3% | -22.7% | -13.6% |
| 6M | -24.3% | +116.7% | -141.0% | -31.1% |
| YTD | -22.8% | +41.9% | -64.7% | -26.7% |
| 1Y | -28.8% | +78.5% | -107.3% | -34.9% |
| 3Y | -4.0% | +224.1% | -228.1% | -24.1% |
| All | +5.0% | +140.9% | -135.9% | -14.8% |
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