+36.8%
FROG vs SPXS
-94.7%
+131.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.3% | +2.3% |
| 7D | -2.2% | +6.4% | -8.5% | +0.5% |
| 30D | +3.0% | +6.0% | -3.0% | +6.0% |
| 3M | +10.3% | -11.6% | +22.0% | +5.9% |
| 6M | +116.7% | -28.7% | +145.4% | +92.7% |
| YTD | +41.9% | -26.3% | +68.2% | +28.6% |
| 1Y | +78.5% | -34.9% | +113.4% | +55.3% |
| 3Y | +224.1% | -79.5% | +303.6% | +95.6% |
| 5Y | +142.4% | -85.9% | +228.3% | +56.5% |
| All | +36.8% | -94.7% | +131.5% | -38.2% |
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