+55.9%
FROG vs SM
+1,593.0%
-1,537.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.0% | +34.3% | +35.2% |
| 7D | +7.0% | -25.9% | +32.9% | +10.0% |
| 30D | +2.9% | -15.1% | +18.0% | +4.4% |
| 3M | +21.6% | +4.9% | +16.7% | +21.0% |
| 6M | +87.7% | +6.1% | +81.5% | +85.9% |
| YTD | +61.7% | +63.4% | -1.8% | +53.3% |
| 1Y | +113.7% | +72.5% | +41.2% | +101.5% |
| 3Y | +267.7% | -16.9% | +284.6% | +261.8% |
| 5Y | +158.8% | -10.6% | +169.4% | +149.6% |
| All | +55.9% | +1,593.0% | -1,537.2% | +60.2% |
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 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