+75.3%
FROG vs SPXU
-94.7%
+170.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +3.3% |
| 7D | +12.5% | -7.6% | +20.1% | +9.0% |
| 30D | +23.5% | +5.3% | +18.2% | +29.0% |
| 3M | +19.4% | +9.6% | +9.8% | +27.5% |
| 6M | +77.0% | -4.5% | +81.5% | +80.4% |
| YTD | +81.9% | -25.9% | +107.8% | +68.8% |
| 1Y | +90.7% | -28.9% | +119.5% | +74.6% |
| 3Y | +328.5% | -80.5% | +409.0% | +155.3% |
| 5Y | +207.0% | -83.4% | +290.4% | +112.8% |
| All | +75.3% | -94.7% | +170.0% | -19.6% |
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