+58.7%
FROG vs SPXU
-8.8%
+67.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.9% | +9.7% | +3.1% |
| 7D | +26.8% | +1.5% | +25.3% | +29.9% |
| 30D | +10.6% | +6.4% | +4.2% | +16.7% |
| 3M | +27.2% | +4.2% | +22.9% | +34.3% |
| 6M | +58.7% | -7.8% | +66.5% | +64.1% |
| All | +58.7% | -8.8% | +67.5% | +64.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling