+75.3%
FROG vs SPY
+140.5%
-65.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.2% |
| 7D | +12.5% | +2.6% | +9.9% | +8.9% |
| 30D | +23.5% | -2.0% | +25.5% | +28.2% |
| 3M | +19.4% | -2.8% | +22.2% | +25.3% |
| 6M | +77.0% | +2.1% | +74.9% | +74.6% |
| YTD | +81.9% | +11.5% | +70.4% | +59.9% |
| 1Y | +90.7% | +13.5% | +77.2% | +64.1% |
| 3Y | +328.5% | +77.7% | +250.8% | +105.5% |
| 5Y | +207.0% | +72.6% | +134.4% | +56.4% |
| All | +75.3% | +140.5% | -65.1% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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