+125.3%
FROG vs SM
+107.8%
+17.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.9% |
| 7D | -11.3% | +0.1% | -11.4% | -11.3% |
| 30D | +3.6% | +26.3% | -22.7% | 0.0% |
| 3M | +1.7% | +8.7% | -7.0% | -0.2% |
| 6M | +123.5% | +51.7% | +71.8% | +107.7% |
| YTD | +40.2% | +99.0% | -58.8% | +24.2% |
| 1Y | +81.0% | +34.6% | +46.4% | +70.0% |
| 3Y | +194.8% | -7.8% | +202.5% | +181.8% |
| All | +125.3% | +107.8% | +17.4% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling