+7.5%
SMR vs FROG
+256.4%
-249.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | +13.1% | -4.8% | +17.9% | +14.5% |
| 30D | +17.8% | -0.9% | +18.7% | +17.6% |
| 3M | +8.1% | +7.5% | +0.6% | +5.6% |
| 6M | -11.1% | +107.0% | -118.1% | -27.5% |
| YTD | -23.7% | +39.8% | -63.5% | -32.5% |
| 1Y | -69.4% | +74.8% | -144.2% | -74.9% |
| 3Y | +82.6% | +219.3% | -136.7% | +18.6% |
| All | +7.5% | +256.4% | -249.0% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling