+160.0%
SMTC vs FROG
+22.9%
+137.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.3% | +12.5% | +10.1% |
| 7D | +12.7% | -11.3% | +24.0% | +16.0% |
| 30D | +22.0% | +3.6% | +18.3% | +20.2% |
| 3M | -12.7% | +1.7% | -14.3% | -13.9% |
| 6M | +64.8% | +123.5% | -58.7% | +29.0% |
| YTD | +100.7% | +40.2% | +60.4% | +74.1% |
| 1Y | +146.9% | +81.0% | +65.9% | +96.4% |
| 3Y | +456.8% | +194.8% | +262.1% | +260.4% |
| 5Y | +89.2% | +131.8% | -42.6% | +19.7% |
| All | +160.0% | +22.9% | +137.1% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling