+107.5%
SOXX vs FROG
+74.0%
+33.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +2.0% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | -3.6% | +1.3% | -4.9% | -3.7% |
| 3M | -10.2% | +11.1% | -21.2% | -11.2% |
| 6M | +54.2% | +108.3% | -54.1% | +45.5% |
| YTD | +75.2% | +39.6% | +35.6% | +69.1% |
| 1Y | +107.5% | +74.7% | +32.8% | +100.7% |
| All | +107.5% | +74.0% | +33.5% | +100.7% |
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