-23.4%
SMCI vs FROG
+85.3%
-108.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.2% | -1.1% |
| 7D | -6.6% | +12.5% | -19.1% | -9.3% |
| 30D | -24.9% | +23.5% | -48.4% | -29.2% |
| 3M | -31.4% | +19.4% | -50.8% | -35.1% |
| 6M | -16.0% | +77.0% | -93.0% | -28.2% |
| YTD | -8.2% | +81.9% | -90.1% | -26.2% |
| 1Y | -23.4% | +90.7% | -114.1% | -38.7% |
| All | -23.4% | +85.3% | -108.7% | -38.7% |
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