+130.6%
FROG vs SPXS
-85.9%
+216.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -0.3% |
| 7D | -5.5% | -1.5% | -4.0% | -6.1% |
| 30D | -3.1% | +3.7% | -6.8% | -1.1% |
| 3M | +1.2% | -9.6% | +10.8% | -1.9% |
| 6M | +113.7% | -32.4% | +146.1% | +84.9% |
| YTD | +38.9% | -28.7% | +67.5% | +23.5% |
| 1Y | +72.0% | -38.1% | +110.1% | +45.5% |
| 3Y | +217.1% | -80.1% | +297.2% | +83.7% |
| 5Y | +130.6% | -85.9% | +216.5% | +47.4% |
| All | +130.6% | -85.9% | +216.5% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling