+35.2%
FROG vs SPYG
+151.5%
-116.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -11.3% | +0.4% | -11.7% | -11.6% |
| 30D | +3.6% | -0.4% | +4.1% | +4.6% |
| 3M | +1.7% | +0.5% | +1.1% | +1.2% |
| 6M | +123.5% | +17.5% | +106.1% | +86.8% |
| YTD | +40.2% | +14.3% | +25.9% | +20.5% |
| 1Y | +81.0% | +21.7% | +59.3% | +44.9% |
| 3Y | +194.8% | +98.6% | +96.1% | +30.3% |
| 5Y | +131.8% | +85.1% | +46.7% | +14.9% |
| All | +35.2% | +151.5% | -116.3% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling