+75.3%
FROG vs SPXS
-94.6%
+170.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +3.3% |
| 7D | +12.5% | -7.5% | +20.0% | +9.1% |
| 30D | +23.5% | +5.3% | +18.2% | +29.0% |
| 3M | +19.4% | +9.7% | +9.7% | +27.5% |
| 6M | +77.0% | -4.6% | +81.6% | +80.5% |
| YTD | +81.9% | -25.8% | +107.7% | +69.0% |
| 1Y | +90.7% | -28.8% | +119.4% | +74.8% |
| 3Y | +328.5% | -80.2% | +408.7% | +157.3% |
| 5Y | +207.0% | -83.2% | +290.2% | +114.2% |
| All | +75.3% | -94.6% | +170.0% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling