+587.3%
SMH vs FROG
+22.9%
+564.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +3.3% |
| 7D | +2.5% | -11.3% | +13.8% | +5.0% |
| 30D | -0.5% | +3.6% | -4.1% | -1.6% |
| 3M | -9.6% | +1.7% | -11.3% | -10.7% |
| 6M | +42.1% | +123.5% | -81.5% | +16.8% |
| YTD | +57.4% | +40.2% | +17.2% | +40.8% |
| 1Y | +96.2% | +81.0% | +15.2% | +63.0% |
| 3Y | +267.9% | +194.8% | +73.2% | +154.0% |
| 5Y | +327.7% | +131.8% | +195.9% | +187.5% |
| All | +587.3% | +22.9% | +564.4% | +384.8% |
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