+25.0%
SPXL vs FROG
+85.3%
-60.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.6% |
| 7D | +7.4% | +12.5% | -5.1% | +5.7% |
| 30D | -7.8% | +23.5% | -31.4% | -10.8% |
| 3M | -11.9% | +19.4% | -31.3% | -14.6% |
| 6M | -1.7% | +77.0% | -78.7% | -9.2% |
| YTD | +20.8% | +81.9% | -61.1% | +10.7% |
| 1Y | +25.0% | +90.7% | -65.7% | +13.0% |
| All | +25.0% | +85.3% | -60.3% | +13.0% |
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