+99.0%
SIMO vs FROG
+85.3%
+13.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.3% | -6.1% |
| 7D | +4.1% | +12.5% | -8.4% | +2.0% |
| 30D | -24.0% | +23.5% | -47.5% | -26.9% |
| 3M | -31.8% | +19.4% | -51.2% | -34.0% |
| 6M | -36.9% | +77.0% | -113.9% | -41.3% |
| YTD | +84.8% | +81.9% | +2.9% | +81.5% |
| 1Y | +99.0% | +90.7% | +8.3% | +91.7% |
| All | +99.0% | +85.3% | +13.7% | +91.7% |
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