+72.0%
FROG vs SM
+46.7%
+25.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.3% |
| 7D | -5.5% | -0.2% | -5.4% | -5.5% |
| 30D | -3.1% | +31.5% | -34.6% | -5.0% |
| 3M | +1.2% | +17.3% | -16.1% | +0.2% |
| 6M | +113.7% | +48.5% | +65.2% | +108.4% |
| YTD | +38.9% | +106.3% | -67.4% | +33.4% |
| 1Y | +72.0% | +47.3% | +24.7% | +67.1% |
| All | +72.0% | +46.7% | +25.2% | +67.1% |
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