+36.8%
FROG vs SPYG
+147.3%
-110.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +2.5% |
| 7D | -2.2% | -1.8% | -0.3% | -0.1% |
| 30D | +3.0% | -1.9% | +4.9% | +5.6% |
| 3M | +10.3% | +5.2% | +5.2% | +4.4% |
| 6M | +116.7% | +15.6% | +101.1% | +84.4% |
| YTD | +41.9% | +12.4% | +29.5% | +24.3% |
| 1Y | +78.5% | +17.5% | +61.1% | +48.8% |
| 3Y | +224.1% | +98.1% | +126.1% | +43.5% |
| 5Y | +142.4% | +84.9% | +57.5% | +20.0% |
| All | +36.8% | +147.3% | -110.4% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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