-99.7%
SOXS vs FROG
+335.2%
-435.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.7% | +8.4% | +12.5% |
| 7D | -28.4% | +12.5% | -40.9% | -22.5% |
| 30D | +19.4% | +23.5% | -4.1% | +47.6% |
| 3M | +28.2% | +19.4% | +8.8% | +57.5% |
| 6M | -37.7% | +77.0% | -114.7% | -3.9% |
| YTD | -91.6% | +81.9% | -173.5% | -86.4% |
| 1Y | -93.1% | +90.7% | -183.7% | -88.3% |
| 3Y | -99.7% | +328.5% | -428.2% | -98.7% |
| All | -99.7% | +335.2% | -435.0% | -98.7% |
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 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