+72.2%
SMTC vs FROG
+83.7%
-11.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.4% | -10.5% | -12.6% |
| 7D | -24.5% | -14.1% | -10.4% | -22.9% |
| 30D | -42.5% | -11.8% | -30.7% | -41.4% |
| 3M | -14.1% | +0.1% | -14.2% | -13.8% |
| 6M | +3.6% | +64.2% | -60.6% | -2.5% |
| YTD | +50.6% | +38.2% | +12.3% | +44.0% |
| 1Y | +72.2% | +85.4% | -13.2% | +54.2% |
| All | +72.2% | +83.7% | -11.5% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling