+131.4%
FROG vs SPYG
+84.6%
+46.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | -5.5% | +1.2% | -6.7% | -6.8% |
| 30D | -3.1% | -1.6% | -1.6% | -1.1% |
| 3M | +1.2% | +3.4% | -2.1% | -2.2% |
| 6M | +113.7% | +18.9% | +94.8% | +76.4% |
| YTD | +38.9% | +13.8% | +25.1% | +20.1% |
| 1Y | +72.0% | +20.6% | +51.4% | +39.4% |
| 3Y | +217.1% | +100.5% | +116.6% | +38.8% |
| All | +131.4% | +84.6% | +46.8% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling