+170.0%
SIMO vs FROG
+207.6%
-37.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.3% | -6.1% |
| 7D | +4.1% | +12.5% | -8.4% | +1.9% |
| 30D | -24.0% | +23.5% | -47.5% | -27.2% |
| 3M | -31.8% | +19.4% | -51.2% | -34.5% |
| 6M | -36.9% | +77.0% | -113.9% | -43.7% |
| YTD | +84.8% | +81.9% | +2.9% | +61.2% |
| 1Y | +99.0% | +90.7% | +8.3% | +71.8% |
| 3Y | +217.9% | +328.5% | -110.6% | +127.5% |
| All | +170.0% | +207.6% | -37.6% | +127.9% |
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