+337.6%
SMH vs FROG
+132.0%
+205.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | +5.2% | -5.5% | +10.7% | +6.5% |
| 30D | -1.5% | -3.1% | +1.6% | -1.2% |
| 3M | -4.1% | +1.2% | -5.3% | -5.3% |
| 6M | +50.8% | +113.7% | -62.9% | +23.0% |
| YTD | +59.3% | +38.9% | +20.5% | +41.5% |
| 1Y | +94.1% | +72.0% | +22.1% | +60.5% |
| 3Y | +286.7% | +217.1% | +69.6% | +144.9% |
| All | +337.6% | +132.0% | +205.6% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling