+167.4%
FROG vs SM
-11.5%
+178.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.0% | +34.3% | +35.2% |
| 7D | +7.0% | -25.9% | +32.9% | +12.1% |
| 30D | +2.9% | -15.1% | +18.0% | +5.4% |
| 3M | +21.6% | +4.9% | +16.7% | +20.4% |
| 6M | +87.7% | +6.1% | +81.5% | +84.3% |
| YTD | +61.7% | +63.4% | -1.8% | +46.8% |
| 1Y | +113.7% | +72.5% | +41.2% | +92.1% |
| 3Y | +267.7% | -16.9% | +284.6% | +256.3% |
| All | +167.4% | -11.5% | +178.9% | +143.8% |
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 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