+35.2%
FROG vs SM
+1,961.9%
-1,926.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -3.1% |
| 7D | -11.3% | +0.1% | -11.4% | -11.3% |
| 30D | +3.6% | +26.3% | -22.7% | +1.4% |
| 3M | +1.7% | +8.7% | -7.0% | +0.6% |
| 6M | +123.5% | +51.7% | +71.8% | +114.1% |
| YTD | +40.2% | +99.0% | -58.8% | +30.7% |
| 1Y | +81.0% | +34.6% | +46.4% | +74.4% |
| 3Y | +194.8% | -7.8% | +202.5% | +186.7% |
| 5Y | +131.8% | +104.8% | +27.0% | +117.1% |
| All | +35.2% | +1,961.9% | -1,926.7% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling