-4.8%
SOXL vs FROG
+207.6%
-212.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.7% | -13.7% | -12.9% |
| 7D | +26.9% | +12.5% | +14.4% | +17.7% |
| 30D | -47.2% | +23.5% | -70.8% | -52.7% |
| 3M | -59.9% | +19.4% | -79.2% | -64.0% |
| 6M | -68.3% | +77.0% | -145.3% | -78.9% |
| YTD | +38.8% | +81.9% | -43.0% | -19.0% |
| 1Y | +48.8% | +90.7% | -41.9% | -16.4% |
| 3Y | +196.5% | +328.5% | -132.0% | -35.6% |
| All | -4.8% | +207.6% | -212.4% | -73.4% |
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