+151.5%
SPMO vs FROG
+133.6%
+17.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +2.7% | -4.8% | +7.5% | +3.3% |
| 30D | +1.1% | -0.9% | +2.0% | +1.0% |
| 3M | +2.0% | +7.5% | -5.4% | +0.6% |
| 6M | +26.5% | +107.0% | -80.5% | +14.3% |
| YTD | +26.5% | +39.8% | -13.3% | +18.9% |
| 1Y | +27.9% | +74.8% | -46.9% | +15.9% |
| 3Y | +160.4% | +219.3% | -58.9% | +109.9% |
| 5Y | +151.5% | +133.0% | +18.5% | +105.2% |
| All | +151.5% | +133.6% | +17.9% | +105.2% |
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