+14.0%
SMTC vs FROG
+160.8%
-146.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +35.3% | -22.6% | +2.2% |
| 7D | -19.0% | +7.0% | -26.0% | -21.0% |
| 30D | -46.7% | +2.9% | -49.6% | -47.5% |
| 3M | -23.4% | +21.6% | -45.0% | -28.7% |
| 6M | -13.4% | +87.7% | -101.1% | -30.9% |
| YTD | +40.1% | +61.7% | -21.6% | +13.4% |
| 1Y | +47.7% | +113.7% | -66.0% | +7.4% |
| 3Y | +606.9% | +267.7% | +339.2% | +284.3% |
| All | +14.0% | +160.8% | -146.8% | -34.8% |
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 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