-100.0%
SOXS vs FROG
+133.6%
-233.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.4% |
| 7D | -16.6% | -4.8% | -11.8% | -19.6% |
| 30D | -4.4% | -0.9% | -3.4% | -3.4% |
| 3M | -26.2% | +7.5% | -33.7% | -17.7% |
| 6M | -99.3% | +107.0% | -206.3% | -98.8% |
| YTD | -99.5% | +39.8% | -139.3% | -99.4% |
| 1Y | -99.8% | +74.8% | -174.6% | -99.7% |
| 3Y | -100.0% | +219.3% | -319.3% | -99.9% |
| 5Y | -100.0% | +133.0% | -233.0% | -100.0% |
| All | -100.0% | +133.6% | -233.6% | -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 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