+124.8%
SPOT vs FROG
+170.5%
-45.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.5% |
| 7D | +1.0% | +17.0% | -16.0% | -4.2% |
| 30D | +14.6% | +1.3% | +13.3% | +11.8% |
| 3M | +18.4% | +17.5% | +1.0% | +9.9% |
| 6M | +45.1% | +46.8% | -1.7% | +24.6% |
| YTD | +4.4% | +65.8% | -61.4% | -16.9% |
| 1Y | -2.7% | +61.0% | -63.7% | -22.1% |
| 3Y | +254.6% | +296.7% | -42.2% | +68.2% |
| 5Y | +124.8% | +177.8% | -53.1% | +17.8% |
| All | +124.8% | +170.5% | -45.7% | +17.8% |
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