+156.7%
SIMO vs FROG
+160.8%
-4.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -41.7% |
| 6M | -33.3% | +87.7% | -120.9% | -41.2% |
| YTD | +77.0% | +61.7% | +15.3% | +57.7% |
| 1Y | +73.0% | +113.7% | -40.7% | +45.1% |
| 3Y | +215.7% | +267.7% | -52.0% | +132.0% |
| All | +156.7% | +160.8% | -4.1% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling