+229.6%
FROG vs SPXS
-79.1%
+308.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.3% | +2.4% |
| 7D | -2.2% | +6.4% | -8.5% | +0.6% |
| 30D | +3.0% | +6.0% | -3.0% | +6.1% |
| 3M | +10.3% | -11.6% | +22.0% | +5.9% |
| 6M | +116.7% | -28.7% | +145.4% | +92.2% |
| YTD | +41.9% | -26.3% | +68.2% | +28.3% |
| 1Y | +78.5% | -34.9% | +113.4% | +54.8% |
| All | +229.6% | -79.1% | +308.7% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling