+328.5%
FROG vs SPYG
+91.6%
+236.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.7% |
| 7D | +12.5% | +2.3% | +10.2% | +9.9% |
| 30D | +23.5% | -6.5% | +30.0% | +34.1% |
| 3M | +19.4% | -6.8% | +26.2% | +30.3% |
| 6M | +77.0% | -3.1% | +80.1% | +85.9% |
| YTD | +81.9% | +8.0% | +73.9% | +71.1% |
| 1Y | +90.7% | +10.2% | +80.4% | +75.9% |
| 3Y | +328.5% | +91.0% | +237.5% | +93.9% |
| All | +328.5% | +91.6% | +236.9% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling