+160.9%
SPOT vs FROG
+59.4%
+101.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.4% | +1.7% |
| 7D | +1.6% | +12.5% | -10.9% | -1.2% |
| 30D | +16.9% | +23.5% | -6.6% | +8.6% |
| 3M | +23.0% | +19.4% | +3.6% | +14.1% |
| 6M | +42.2% | +77.0% | -34.8% | +16.9% |
| YTD | +5.5% | +81.9% | -76.4% | -17.3% |
| 1Y | -5.1% | +90.7% | -95.7% | -26.9% |
| 3Y | +257.9% | +328.5% | -70.6% | +83.6% |
| 5Y | +118.4% | +207.0% | -88.7% | +14.6% |
| All | +160.9% | +59.4% | +101.5% | +52.4% |
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 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