+55.9%
FROG vs SPY
+134.4%
-78.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +0.3% | +35.0% | +34.9% |
| 7D | +7.0% | -2.7% | +9.7% | +11.7% |
| 30D | +2.9% | -5.4% | +8.3% | +11.8% |
| 3M | +21.6% | -4.1% | +25.7% | +29.9% |
| 6M | +87.7% | +0.7% | +87.0% | +88.6% |
| YTD | +61.7% | +8.7% | +53.0% | +46.8% |
| 1Y | +113.7% | +10.9% | +102.8% | +89.5% |
| 3Y | +267.7% | +75.0% | +192.7% | +79.6% |
| 5Y | +158.8% | +67.8% | +91.0% | +36.5% |
| All | +55.9% | +134.4% | -78.5% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling