+1,430.8%
SMCI vs FROG
+21.7%
+1,409.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +9.7% | -5.5% | +15.2% | +11.4% |
| 30D | +29.3% | -3.1% | +32.4% | +29.9% |
| 3M | -8.5% | +1.2% | -9.7% | -10.2% |
| 6M | +28.6% | +113.7% | -85.1% | 0.0% |
| YTD | +37.5% | +38.9% | -1.3% | +18.7% |
| 1Y | +0.5% | +72.0% | -71.4% | -20.3% |
| 3Y | +43.4% | +217.1% | -173.7% | -8.6% |
| 5Y | +1,008.2% | +130.6% | +877.6% | +597.8% |
| All | +1,430.8% | +21.7% | +1,409.1% | +905.6% |
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