+37.3%
SYY vs FROG
+22.9%
+14.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -1.2% |
| 7D | -2.3% | -11.3% | +9.0% | -2.0% |
| 30D | -4.9% | +3.6% | -8.6% | -5.1% |
| 3M | +8.4% | +1.7% | +6.7% | +8.1% |
| 6M | -7.4% | +123.5% | -130.9% | -10.2% |
| YTD | +11.0% | +40.2% | -29.3% | +9.1% |
| 1Y | -0.2% | +81.0% | -81.2% | -3.2% |
| 3Y | +23.8% | +194.8% | -171.0% | +15.7% |
| 5Y | +18.1% | +131.8% | -113.7% | +6.9% |
| All | +37.3% | +22.9% | +14.4% | +25.3% |
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 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