-100.0%
SOXS vs FROG
+22.3%
-122.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -6.6% |
| 7D | -4.7% | -0.5% | -4.3% | -5.2% |
| 30D | +7.7% | +1.3% | +6.4% | +10.3% |
| 3M | -10.2% | +11.1% | -21.2% | +2.0% |
| 6M | -99.2% | +108.3% | -207.5% | -98.8% |
| YTD | -99.5% | +39.6% | -139.1% | -99.4% |
| 1Y | -99.8% | +74.7% | -174.5% | -99.6% |
| 3Y | -100.0% | +224.1% | -324.1% | -99.9% |
| 5Y | -100.0% | +138.4% | -238.4% | -100.0% |
| All | -100.0% | +22.3% | -122.3% | -100.0% |
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 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