+70.7%
FROG vs SPXU
-94.7%
+165.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.5% |
| 7D | +48.2% | -9.4% | +57.6% | +42.6% |
| 30D | +11.4% | +7.4% | +4.0% | +17.5% |
| 3M | +28.5% | +6.2% | +22.4% | +35.4% |
| 6M | +63.7% | -7.2% | +71.0% | +64.7% |
| YTD | +77.1% | -26.8% | +103.8% | +63.5% |
| 1Y | +79.3% | -26.3% | +105.6% | +67.0% |
| 3Y | +323.8% | -80.6% | +404.4% | +151.6% |
| 5Y | +198.9% | -83.6% | +282.5% | +106.1% |
| All | +70.7% | -94.7% | +165.4% | -22.1% |
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