+11.1%
SMR vs FROG
+254.0%
-242.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.0% | +16.3% | +15.5% |
| 7D | +21.4% | -5.5% | +26.9% | +23.1% |
| 30D | +13.8% | -3.1% | +17.0% | +14.4% |
| 3M | +3.9% | +1.2% | +2.7% | +3.0% |
| 6M | -4.2% | +113.7% | -117.9% | -22.5% |
| YTD | -21.1% | +38.9% | -60.0% | -30.0% |
| 1Y | -67.1% | +72.0% | -139.1% | -72.8% |
| 3Y | +88.9% | +217.1% | -128.3% | +22.9% |
| All | +11.1% | +254.0% | -242.9% | -31.9% |
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 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