+222.3%
SPMO vs FROG
+22.3%
+200.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -0.9% | -0.5% | -0.5% | -0.9% |
| 30D | -1.9% | +1.3% | -3.2% | -2.3% |
| 3M | -1.4% | +11.1% | -12.4% | -3.1% |
| 6M | +25.5% | +108.3% | -82.8% | +13.4% |
| YTD | +24.8% | +39.6% | -14.7% | +17.3% |
| 1Y | +24.5% | +74.7% | -50.2% | +12.9% |
| 3Y | +157.1% | +224.1% | -67.0% | +108.1% |
| 5Y | +149.5% | +138.4% | +11.1% | +102.3% |
| All | +222.3% | +22.3% | +200.0% | +175.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling