+290.6%
FROG vs SPXS
-80.0%
+370.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -3.8% |
| 7D | +17.0% | +0.4% | +16.6% | +19.0% |
| 30D | +1.3% | +10.8% | -9.5% | +8.2% |
| 3M | +17.5% | +9.6% | +7.8% | +25.5% |
| 6M | +46.8% | -4.7% | +51.5% | +49.7% |
| YTD | +65.8% | -24.6% | +90.3% | +55.5% |
| 1Y | +61.0% | -24.6% | +85.6% | +51.8% |
| All | +290.6% | -80.0% | +370.6% | +116.1% |
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