+460.1%
SIMO vs FROG
+53.7%
+406.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.8% | +2.9% | +7.7% |
| 7D | +0.9% | +26.8% | -25.9% | -3.4% |
| 30D | -25.4% | +10.6% | -36.0% | -27.0% |
| 3M | -17.8% | +27.2% | -44.9% | -21.5% |
| 6M | -29.6% | +58.7% | -88.2% | -35.5% |
| YTD | +100.3% | +75.3% | +25.0% | +77.7% |
| 1Y | +100.4% | +71.1% | +29.3% | +78.2% |
| 3Y | +246.1% | +319.6% | -73.5% | +158.5% |
| 5Y | +189.8% | +195.7% | -5.8% | +119.0% |
| All | +460.1% | +53.7% | +406.4% | +348.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling