-99.8%
SOXS vs FROG
+74.0%
-173.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -6.0% |
| 7D | -4.7% | -0.5% | -4.3% | -4.9% |
| 30D | +7.7% | +1.3% | +6.4% | +8.7% |
| 3M | -10.2% | +11.1% | -21.2% | -5.3% |
| 6M | -99.2% | +108.3% | -207.5% | -99.1% |
| YTD | -99.5% | +39.6% | -139.1% | -99.5% |
| 1Y | -99.8% | +74.7% | -174.5% | -99.7% |
| All | -99.8% | +74.0% | -173.8% | -99.7% |
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 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