+497.9%
SOXL vs FROG
+219.3%
+278.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | +18.4% | -4.8% | +23.2% | +21.0% |
| 30D | -3.2% | -0.9% | -2.2% | -3.0% |
| 3M | -37.6% | +7.5% | -45.0% | -40.1% |
| 6M | +136.1% | +107.0% | +29.0% | +62.0% |
| YTD | +199.5% | +39.8% | +159.7% | +138.1% |
| 1Y | +363.2% | +74.8% | +288.4% | +215.2% |
| All | +497.9% | +219.3% | +278.6% | +159.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling