+131.0%
SPOT vs FROG
+22.9%
+108.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.2% | -2.3% |
| 7D | -0.9% | -11.3% | +10.4% | +2.0% |
| 30D | +12.5% | +3.6% | +8.8% | +10.4% |
| 3M | +9.9% | +1.7% | +8.2% | +7.6% |
| 6M | +1.6% | +123.5% | -122.0% | -22.6% |
| YTD | -6.6% | +40.2% | -46.8% | -20.0% |
| 1Y | -22.9% | +81.0% | -103.9% | -40.4% |
| 3Y | +244.3% | +194.8% | +49.5% | +101.1% |
| 5Y | +117.8% | +131.8% | -14.0% | +25.2% |
| All | +131.0% | +22.9% | +108.1% | +47.5% |
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