+177.1%
SLV vs FROG
+198.7%
-21.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.0% |
| 7D | -0.3% | -11.3% | +10.9% | +0.3% |
| 30D | +6.7% | +3.6% | +3.0% | +6.5% |
| 3M | -10.7% | +1.7% | -12.4% | -10.8% |
| 6M | -20.6% | +123.5% | -144.1% | -23.2% |
| YTD | -7.1% | +40.2% | -47.4% | -8.4% |
| 1Y | +62.0% | +81.0% | -19.0% | +57.1% |
| All | +177.1% | +198.7% | -21.6% | +147.0% |
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