+82.0%
SIMO vs FROG
+70.9%
+11.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.5% | -1.0% |
| 7D | -16.0% | +17.0% | -33.0% | -18.6% |
| 30D | -35.8% | +1.3% | -37.0% | -36.6% |
| 3M | -26.5% | +17.5% | -44.0% | -28.4% |
| 6M | -33.0% | +46.8% | -79.8% | -36.4% |
| YTD | +84.3% | +65.8% | +18.6% | +83.8% |
| 1Y | +82.0% | +61.0% | +21.0% | +81.6% |
| All | +82.0% | +70.9% | +11.0% | +81.6% |
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 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