+84.5%
FROG vs SOXQ
+286.7%
-202.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -2.6% |
| 7D | -0.5% | +0.8% | -1.2% | -1.0% |
| 30D | +1.3% | -4.6% | +5.9% | +3.8% |
| 3M | +11.1% | -10.2% | +21.2% | +15.1% |
| 6M | +108.3% | +49.7% | +58.6% | +59.8% |
| YTD | +39.6% | +67.2% | -27.7% | -0.9% |
| 1Y | +74.7% | +98.0% | -23.3% | +11.3% |
| 3Y | +224.1% | +237.2% | -13.1% | +33.2% |
| 5Y | +138.4% | +261.3% | -122.9% | -8.7% |
| All | +84.5% | +286.7% | -202.2% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 10y: compounded portfolio wealth divided by compounded SOXQ 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…
10y analysis · Full analysis span regression · 6 months rolling