+114.0%
SMTC vs FROG
+125.4%
-11.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.0% | +11.0% | +10.2% |
| 7D | +22.9% | -5.5% | +28.4% | +24.7% |
| 30D | +16.6% | -3.1% | +19.8% | +17.1% |
| 3M | +2.4% | +1.2% | +1.2% | +0.7% |
| 6M | +98.3% | +113.7% | -15.4% | +52.8% |
| YTD | +120.7% | +38.9% | +81.8% | +88.9% |
| 1Y | +168.3% | +72.0% | +96.3% | +110.6% |
| 3Y | +571.7% | +217.1% | +354.6% | +288.6% |
| 5Y | +114.0% | +130.6% | -16.6% | +26.6% |
| All | +114.0% | +125.4% | -11.4% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling