+423.0%
SIMO vs FROG
+51.8%
+371.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +4.5% |
| 7D | -8.5% | +27.1% | -35.6% | -12.4% |
| 30D | -34.8% | +5.8% | -40.6% | -35.8% |
| 3M | -32.8% | +20.8% | -53.7% | -35.4% |
| 6M | -32.0% | +53.3% | -85.4% | -37.4% |
| YTD | +87.0% | +73.2% | +13.8% | +66.2% |
| 1Y | +86.1% | +80.3% | +5.8% | +64.0% |
| 3Y | +226.4% | +318.3% | -91.9% | +143.9% |
| 5Y | +172.1% | +179.9% | -7.8% | +106.9% |
| All | +423.0% | +51.8% | +371.2% | +319.6% |
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