+270.1%
SIMO vs FROG
+129.7%
+140.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.3% | +12.0% | +9.2% |
| 7D | +4.2% | -11.3% | +15.5% | +6.3% |
| 30D | +4.1% | +3.6% | +0.4% | +3.2% |
| 3M | -12.9% | +1.7% | -14.5% | -13.6% |
| 6M | +110.3% | +123.5% | -13.2% | +80.7% |
| YTD | +178.6% | +40.2% | +138.3% | +156.4% |
| 1Y | +220.0% | +81.0% | +139.0% | +178.8% |
| 3Y | +409.0% | +194.8% | +214.3% | +291.4% |
| All | +270.1% | +129.7% | +140.4% | +195.9% |
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