+188.2%
SMTC vs FROG
+22.5%
+165.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +22.5% | -4.8% | +27.3% | +23.9% |
| 30D | +24.9% | -0.9% | +25.8% | +24.6% |
| 3M | +4.1% | +7.5% | -3.4% | +1.0% |
| 6M | +92.6% | +107.0% | -14.5% | +53.9% |
| YTD | +122.5% | +39.8% | +82.7% | +93.1% |
| 1Y | +166.2% | +74.8% | +91.4% | +113.9% |
| 3Y | +577.2% | +219.3% | +357.9% | +328.7% |
| 5Y | +119.0% | +133.0% | -14.0% | +38.4% |
| All | +188.2% | +22.5% | +165.7% | +93.2% |
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