+59.8%
FROG vs SM
+1,570.4%
-1,510.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.4% |
| 7D | +17.0% | -19.5% | +36.5% | +19.4% |
| 30D | +1.3% | -20.2% | +21.5% | +3.4% |
| 3M | +17.5% | -6.5% | +24.0% | +18.1% |
| 6M | +46.8% | +1.6% | +45.2% | +45.9% |
| YTD | +65.8% | +61.2% | +4.5% | +57.4% |
| 1Y | +61.0% | +65.4% | -4.4% | +52.3% |
| 3Y | +296.7% | -13.0% | +309.8% | +289.0% |
| 5Y | +177.8% | -4.3% | +182.1% | +167.7% |
| All | +59.8% | +1,570.4% | -1,510.6% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling