+267.7%
FROG vs SM
-20.0%
+287.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.0% | +34.3% | +35.2% |
| 7D | +7.0% | -25.9% | +32.9% | +11.7% |
| 30D | +2.9% | -15.1% | +18.0% | +5.2% |
| 3M | +21.6% | +4.9% | +16.7% | +20.7% |
| 6M | +87.7% | +6.1% | +81.5% | +85.0% |
| YTD | +61.7% | +63.4% | -1.8% | +48.3% |
| 1Y | +113.7% | +72.5% | +41.2% | +94.0% |
| 3Y | +267.7% | -16.9% | +284.6% | +235.2% |
| All | +267.7% | -20.0% | +287.8% | +235.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling