+67.0%
FROG vs SPY
+139.9%
-73.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.8% | +4.0% |
| 7D | +27.1% | +0.1% | +27.0% | +27.9% |
| 30D | +5.8% | -3.3% | +9.1% | +11.8% |
| 3M | +20.8% | -2.4% | +23.3% | +26.3% |
| 6M | +53.3% | +2.6% | +50.8% | +50.3% |
| YTD | +73.2% | +11.2% | +62.0% | +52.7% |
| 1Y | +80.3% | +13.4% | +66.9% | +55.4% |
| 3Y | +318.3% | +79.9% | +238.4% | +97.3% |
| 5Y | +179.9% | +72.2% | +107.7% | +42.9% |
| All | +67.0% | +139.9% | -73.0% | -43.3% |
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