+409.8%
SPXL vs FROG
+59.4%
+350.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.0% |
| 7D | +7.4% | +12.5% | -5.1% | +3.7% |
| 30D | -7.8% | +23.5% | -31.4% | -15.4% |
| 3M | -11.9% | +19.4% | -31.3% | -19.0% |
| 6M | -1.7% | +77.0% | -78.7% | -21.8% |
| YTD | +20.8% | +81.9% | -61.1% | -9.2% |
| 1Y | +25.0% | +90.7% | -65.7% | -7.9% |
| 3Y | +226.1% | +328.5% | -102.4% | +60.1% |
| 5Y | +101.1% | +207.0% | -105.9% | -0.6% |
| All | +409.8% | +59.4% | +350.4% | +172.9% |
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