+317.7%
SOXL vs FROG
+74.0%
+243.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +5.7% |
| 7D | +3.9% | -0.5% | +4.4% | +3.9% |
| 30D | -14.3% | +1.3% | -15.6% | -14.5% |
| 3M | -45.6% | +11.1% | -56.7% | -47.0% |
| 6M | +117.2% | +108.3% | +8.9% | +85.7% |
| YTD | +189.8% | +39.6% | +150.3% | +164.9% |
| 1Y | +317.7% | +74.7% | +243.0% | +291.0% |
| All | +317.7% | +74.0% | +243.7% | +291.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling