+225.4%
SPMO vs FROG
+22.9%
+202.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.0% |
| 7D | +2.0% | -11.3% | +13.3% | +3.4% |
| 30D | -0.4% | +3.6% | -4.0% | -1.0% |
| 3M | -1.9% | +1.7% | -3.6% | -2.6% |
| 6M | +25.0% | +123.5% | -98.5% | +12.0% |
| YTD | +26.0% | +40.2% | -14.2% | +18.4% |
| 1Y | +28.7% | +81.0% | -52.3% | +16.1% |
| 3Y | +160.9% | +194.8% | -33.8% | +113.7% |
| 5Y | +147.9% | +131.8% | +16.1% | +101.7% |
| All | +225.4% | +22.9% | +202.5% | +177.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling