+499.7%
SMTC vs FROG
+206.6%
+293.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.3% | +12.5% | +10.0% |
| 7D | +12.7% | -11.3% | +24.0% | +15.8% |
| 30D | +22.0% | +3.6% | +18.3% | +20.4% |
| 3M | -12.7% | +1.7% | -14.3% | -13.8% |
| 6M | +64.8% | +123.5% | -58.7% | +30.1% |
| YTD | +100.7% | +40.2% | +60.4% | +76.3% |
| 1Y | +146.9% | +81.0% | +65.9% | +97.3% |
| All | +499.7% | +206.6% | +293.1% | +255.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling