+30.3%
SPXL vs FROG
+83.7%
-53.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.4% | +7.3% | +5.1% |
| 7D | -2.5% | -14.1% | +11.6% | -0.7% |
| 30D | -4.3% | -11.8% | +7.4% | -3.1% |
| 3M | -4.2% | +0.1% | -4.4% | -4.6% |
| 6M | +15.0% | +64.2% | -49.2% | +8.6% |
| YTD | +28.4% | +38.2% | -9.8% | +21.3% |
| 1Y | +30.3% | +85.4% | -55.1% | +19.0% |
| All | +30.3% | +83.7% | -53.4% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling