+690.5%
SOXL vs FROG
+22.3%
+668.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +6.3% |
| 7D | +3.9% | -0.5% | +4.4% | +4.0% |
| 30D | -14.3% | +1.3% | -15.6% | -15.7% |
| 3M | -45.6% | +11.1% | -56.7% | -49.8% |
| 6M | +117.2% | +108.3% | +8.9% | +28.9% |
| YTD | +189.8% | +39.6% | +150.3% | +106.3% |
| 1Y | +317.7% | +74.7% | +243.0% | +143.5% |
| 3Y | +478.6% | +224.1% | +254.5% | +90.2% |
| 5Y | +169.5% | +138.4% | +31.1% | +5.0% |
| All | +690.5% | +22.3% | +668.2% | +267.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling