+166.2%
SMTC vs FROG
+73.1%
+93.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +22.5% | -4.8% | +27.3% | +23.1% |
| 30D | +24.9% | -0.9% | +25.8% | +25.0% |
| 3M | +4.1% | +7.5% | -3.4% | +3.1% |
| 6M | +92.6% | +107.0% | -14.5% | +75.6% |
| YTD | +122.5% | +39.8% | +82.7% | +111.3% |
| 1Y | +166.2% | +74.8% | +91.4% | +135.8% |
| All | +166.2% | +73.1% | +93.1% | +135.8% |
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