+241.5%
SOXX vs FROG
+140.9%
+100.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.3% | -3.1% |
| 7D | +3.0% | -2.2% | +5.2% | +3.5% |
| 30D | -3.1% | +3.0% | -6.1% | -4.2% |
| 3M | -4.4% | +10.3% | -14.7% | -7.5% |
| 6M | +52.9% | +116.7% | -63.8% | +24.1% |
| YTD | +72.0% | +41.9% | +30.1% | +51.7% |
| 1Y | +105.1% | +78.5% | +26.6% | +67.5% |
| 3Y | +220.6% | +224.1% | -3.5% | +100.3% |
| All | +241.5% | +140.9% | +100.6% | +116.9% |
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