+215.7%
SIMO vs FROG
+274.0%
-58.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +35.3% | -31.2% | -2.2% |
| 7D | -22.0% | +7.0% | -29.0% | -23.3% |
| 30D | -43.0% | +2.9% | -45.9% | -43.6% |
| 3M | -39.1% | +21.6% | -60.7% | -41.6% |
| 6M | -33.3% | +87.7% | -120.9% | -40.9% |
| YTD | +77.0% | +61.7% | +15.3% | +59.3% |
| 1Y | +73.0% | +113.7% | -40.7% | +46.4% |
| 3Y | +215.7% | +267.7% | -52.0% | +144.3% |
| All | +215.7% | +274.0% | -58.3% | +144.3% |
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