+490.0%
SMH vs FROG
+59.4%
+430.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -3.6% |
| 7D | +4.9% | +12.5% | -7.6% | +2.3% |
| 30D | -13.8% | +23.5% | -37.3% | -18.5% |
| 3M | -17.4% | +19.4% | -36.8% | -21.7% |
| 6M | -15.0% | +77.0% | -92.0% | -26.6% |
| YTD | +35.2% | +81.9% | -46.7% | +12.8% |
| 1Y | +41.6% | +90.7% | -49.1% | +16.6% |
| 3Y | +215.6% | +328.5% | -112.9% | +98.1% |
| 5Y | +233.2% | +207.0% | +26.2% | +109.0% |
| All | +490.0% | +59.4% | +430.6% | +288.3% |
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