+111.7%
SPOT vs FROG
+125.4%
-13.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -2.9% | -5.5% | +2.7% | -1.4% |
| 30D | +8.3% | -3.1% | +11.4% | +8.2% |
| 3M | +5.1% | +1.2% | +3.8% | +2.9% |
| 6M | -6.5% | +113.7% | -120.1% | -28.5% |
| YTD | -9.0% | +38.9% | -47.8% | -22.1% |
| 1Y | -26.4% | +72.0% | -98.4% | -42.7% |
| 3Y | +240.0% | +217.1% | +22.9% | +78.9% |
| 5Y | +111.7% | +130.6% | -18.9% | +16.8% |
| All | +111.7% | +125.4% | -13.7% | +16.8% |
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