+123.9%
SPOT vs FROG
+22.3%
+101.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +1.2% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | +7.4% | +1.3% | +6.1% | +6.1% |
| 3M | +8.2% | +11.1% | -2.9% | +3.4% |
| 6M | +2.2% | +108.3% | -106.1% | -20.4% |
| YTD | -9.5% | +39.6% | -49.0% | -22.4% |
| 1Y | -23.8% | +74.7% | -98.6% | -40.4% |
| 3Y | +233.5% | +224.1% | +9.4% | +87.0% |
| 5Y | +112.2% | +138.4% | -26.2% | +21.1% |
| All | +123.9% | +22.3% | +101.5% | +43.1% |
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