+244.6%
SIMO vs FROG
+319.6%
-75.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.8% | +2.9% | +7.6% |
| 7D | +0.9% | +26.8% | -25.9% | -3.8% |
| 30D | -25.4% | +10.6% | -36.0% | -27.2% |
| 3M | -17.8% | +27.2% | -44.9% | -21.7% |
| 6M | -29.6% | +58.7% | -88.2% | -35.8% |
| YTD | +100.3% | +75.3% | +25.0% | +77.6% |
| 1Y | +100.4% | +71.1% | +29.3% | +78.2% |
| All | +244.6% | +319.6% | -75.0% | +151.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling