+188.0%
SPMO vs FROG
+59.4%
+128.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -1.9% |
| 7D | +6.3% | +12.5% | -6.1% | +4.8% |
| 30D | -8.9% | +23.5% | -32.4% | -11.8% |
| 3M | -13.2% | +19.4% | -32.6% | -15.9% |
| 6M | -9.3% | +77.0% | -86.3% | -16.6% |
| YTD | +11.6% | +81.9% | -70.3% | +0.7% |
| 1Y | +13.4% | +90.7% | -77.3% | +1.6% |
| 3Y | +122.9% | +328.5% | -205.6% | +73.4% |
| 5Y | +113.9% | +207.0% | -93.1% | +67.1% |
| All | +188.0% | +59.4% | +128.6% | +136.0% |
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 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