-2.7%
SMCI vs FROG
+83.7%
-86.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.3% | +7.9% | +5.2% |
| 7D | +6.8% | -11.3% | +18.1% | +9.3% |
| 30D | +30.6% | +3.6% | +26.9% | +29.4% |
| 3M | -15.6% | +1.7% | -17.3% | -16.7% |
| 6M | +21.3% | +123.5% | -102.3% | +4.1% |
| YTD | +35.3% | +40.2% | -5.0% | +20.0% |
| 1Y | -2.7% | +81.0% | -83.7% | -14.0% |
| All | -2.7% | +83.7% | -86.5% | -14.0% |
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