+59.5%
SLV vs FROG
+75.3%
-15.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.1% |
| 7D | -0.3% | -11.3% | +10.9% | +0.1% |
| 30D | +6.7% | +3.6% | +3.0% | +6.7% |
| 3M | -10.7% | +1.7% | -12.4% | -10.7% |
| 6M | -20.6% | +123.5% | -144.1% | -20.3% |
| YTD | -7.1% | +40.2% | -47.4% | -5.6% |
| All | +59.5% | +75.3% | -15.8% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling