+430.6%
SPXL vs FROG
+24.4%
+406.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.4% | -2.3% |
| 7D | -6.0% | -2.2% | -3.8% | -5.4% |
| 30D | -5.8% | +3.0% | -8.7% | -7.2% |
| 3M | +10.9% | +10.3% | +0.5% | +5.7% |
| 6M | +31.9% | +116.7% | -84.8% | -2.2% |
| YTD | +25.8% | +41.9% | -16.2% | +4.7% |
| 1Y | +39.8% | +78.5% | -38.8% | +4.8% |
| 3Y | +219.9% | +224.1% | -4.3% | +75.3% |
| 5Y | +141.1% | +142.4% | -1.3% | +31.4% |
| All | +430.6% | +24.4% | +406.2% | +214.5% |
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 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