+35.2%
FROG vs SPXS
-94.9%
+130.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -2.8% |
| 7D | -11.3% | -0.1% | -11.2% | -11.2% |
| 30D | +3.6% | +0.8% | +2.8% | +4.5% |
| 3M | +1.7% | -4.7% | +6.4% | +1.1% |
| 6M | +123.5% | -29.6% | +153.2% | +97.8% |
| YTD | +40.2% | -29.8% | +70.1% | +24.4% |
| 1Y | +81.0% | -38.9% | +119.9% | +53.2% |
| 3Y | +194.8% | -79.6% | +274.4% | +77.2% |
| 5Y | +131.8% | -85.9% | +217.7% | +48.9% |
| All | +35.2% | -94.9% | +130.1% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling