+220.0%
SIMO vs FROG
+83.7%
+136.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.3% | +12.0% | +9.1% |
| 7D | +4.2% | -11.3% | +15.5% | +5.6% |
| 30D | +4.1% | +3.6% | +0.4% | +3.7% |
| 3M | -12.9% | +1.7% | -14.5% | -13.4% |
| 6M | +110.3% | +123.5% | -13.2% | +94.8% |
| YTD | +178.6% | +40.2% | +138.3% | +172.4% |
| 1Y | +220.0% | +81.0% | +139.0% | +210.9% |
| All | +220.0% | +83.7% | +136.3% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 1y: compounded portfolio wealth divided by compounded FROG 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…
1y analysis · Full analysis span regression · 6 months rolling