+69.5%
SMTC vs FROG
+85.3%
-15.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.8% | -4.7% |
| 7D | +11.0% | +12.5% | -1.5% | +8.2% |
| 30D | -28.5% | +23.5% | -52.0% | -32.4% |
| 3M | -14.2% | +19.4% | -33.6% | -18.5% |
| 6M | -18.0% | +77.0% | -95.0% | -25.0% |
| YTD | +55.5% | +81.9% | -26.4% | +43.0% |
| 1Y | +69.5% | +90.7% | -21.1% | +52.5% |
| All | +69.5% | +85.3% | -15.8% | +52.5% |
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