+36.3%
SYK vs FROG
+21.7%
+14.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.0% | -7.8% | -8.7% |
| 7D | -12.9% | -5.5% | -7.4% | -12.5% |
| 30D | -18.5% | -3.1% | -15.3% | -18.4% |
| 3M | -8.1% | +1.2% | -9.3% | -8.6% |
| 6M | -23.8% | +113.7% | -137.4% | -29.5% |
| YTD | -20.9% | +38.9% | -59.8% | -24.3% |
| 1Y | -29.0% | +72.0% | -100.9% | -33.9% |
| 3Y | -1.7% | +217.1% | -218.8% | -17.9% |
| 5Y | +4.0% | +130.6% | -126.7% | -14.7% |
| All | +36.3% | +21.7% | +14.6% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling