-53.7%
SMR vs FROG
+363.7%
-417.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -6.0% | -4.1% |
| 7D | -8.3% | +12.5% | -20.8% | -11.4% |
| 30D | -20.1% | +23.5% | -43.6% | -25.4% |
| 3M | -52.7% | +19.4% | -72.1% | -55.6% |
| 6M | -61.0% | +77.0% | -138.0% | -66.9% |
| YTD | -67.1% | +81.9% | -149.0% | -73.2% |
| 1Y | -79.9% | +90.7% | -170.5% | -83.8% |
| 3Y | +101.7% | +328.5% | -226.8% | +21.1% |
| All | -53.7% | +363.7% | -417.4% | -73.9% |
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