+81.0%
FROG vs SM
+36.8%
+44.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -3.1% |
| 7D | -11.3% | -0.5% | -10.8% | -11.3% |
| 30D | +3.6% | +25.6% | -21.9% | +2.2% |
| 3M | +1.7% | +8.0% | -6.4% | +1.5% |
| 6M | +123.5% | +50.8% | +72.7% | +119.5% |
| YTD | +40.2% | +97.9% | -57.6% | +36.6% |
| 1Y | +81.0% | +33.8% | +47.2% | +74.8% |
| All | +81.0% | +36.8% | +44.2% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling