+85.8%
SLV vs FROG
+41.7%
+44.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +35.3% | -35.5% | -1.9% |
| 7D | +5.1% | +7.0% | -1.9% | +4.4% |
| 30D | -12.9% | +2.9% | -15.8% | -13.3% |
| 3M | -16.1% | +21.6% | -37.7% | -17.2% |
| 6M | -33.2% | +87.7% | -120.8% | -35.6% |
| YTD | -27.2% | +61.7% | -88.9% | -29.6% |
| 1Y | +7.6% | +113.7% | -106.0% | +2.4% |
| 3Y | +122.3% | +267.7% | -145.4% | +102.3% |
| 5Y | +109.7% | +158.8% | -49.1% | +89.6% |
| All | +85.8% | +41.7% | +44.1% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling