+415.5%
SIMO vs FROG
+198.7%
+216.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.3% | +12.0% | +9.2% |
| 7D | +4.2% | -11.3% | +15.5% | +6.2% |
| 30D | +4.1% | +3.6% | +0.4% | +3.3% |
| 3M | -12.9% | +1.7% | -14.5% | -13.6% |
| 6M | +110.3% | +123.5% | -13.2% | +81.3% |
| YTD | +178.6% | +40.2% | +138.3% | +158.2% |
| 1Y | +220.0% | +81.0% | +139.0% | +180.1% |
| All | +415.5% | +198.7% | +216.8% | +290.0% |
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