+85.4%
FROG vs SPXS
-30.2%
+115.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -4.7% |
| 7D | -14.1% | +2.2% | -16.2% | -13.0% |
| 30D | -11.8% | +3.8% | -15.5% | -9.5% |
| 3M | +0.1% | +3.3% | -3.2% | +3.1% |
| 6M | +64.2% | -16.7% | +80.9% | +57.0% |
| YTD | +38.2% | -28.5% | +66.8% | +23.8% |
| 1Y | +85.4% | -30.4% | +115.8% | +64.9% |
| All | +85.4% | -30.2% | +115.6% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling