+177.8%
FROG vs SPXU
-83.3%
+261.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -3.8% |
| 7D | +17.0% | +0.5% | +16.5% | +19.0% |
| 30D | +1.3% | +10.9% | -9.6% | +8.5% |
| 3M | +17.5% | +9.6% | +7.9% | +25.7% |
| 6M | +46.8% | -4.7% | +51.4% | +49.4% |
| YTD | +65.8% | -24.6% | +90.4% | +54.5% |
| 1Y | +61.0% | -24.7% | +85.7% | +50.8% |
| 3Y | +296.7% | -80.0% | +376.8% | +132.6% |
| 5Y | +177.8% | -83.5% | +261.3% | +95.6% |
| All | +177.8% | -83.3% | +261.1% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling