+19.4%
SYY vs FROG
+133.6%
-114.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -0.2% | -4.8% | +4.6% | 0.0% |
| 30D | -2.7% | -0.9% | -1.8% | -2.8% |
| 3M | +5.9% | +7.5% | -1.6% | +5.3% |
| 6M | -2.3% | +107.0% | -109.3% | -6.4% |
| YTD | +13.1% | +39.8% | -26.7% | +10.2% |
| 1Y | +3.8% | +74.8% | -71.1% | -0.7% |
| 3Y | +26.7% | +219.3% | -192.5% | +12.3% |
| 5Y | +19.4% | +133.0% | -113.6% | +7.8% |
| All | +19.4% | +133.6% | -114.2% | +7.8% |
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