+34.8%
FROG vs SPXU
-94.8%
+129.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +1.3% |
| 7D | -4.8% | +1.3% | -6.1% | -4.3% |
| 30D | -0.9% | +5.1% | -6.1% | +1.7% |
| 3M | +7.5% | -9.1% | +16.6% | +4.5% |
| 6M | +107.0% | -29.6% | +136.6% | +83.1% |
| YTD | +39.8% | -27.7% | +67.5% | +25.5% |
| 1Y | +74.8% | -37.0% | +111.8% | +49.9% |
| 3Y | +219.3% | -80.2% | +299.4% | +89.5% |
| 5Y | +133.0% | -86.0% | +219.0% | +49.4% |
| All | +34.8% | -94.8% | +129.6% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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