+215.6%
SMH vs FROG
+335.2%
-119.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -3.4% |
| 7D | +4.9% | +12.5% | -7.6% | +2.8% |
| 30D | -13.8% | +23.5% | -37.3% | -17.4% |
| 3M | -17.4% | +19.4% | -36.8% | -20.7% |
| 6M | -15.0% | +77.0% | -92.0% | -23.7% |
| YTD | +35.2% | +81.9% | -46.7% | +18.9% |
| 1Y | +41.6% | +90.7% | -49.1% | +23.3% |
| 3Y | +215.6% | +328.5% | -112.9% | +114.1% |
| All | +215.6% | +335.2% | -119.6% | +114.1% |
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