+230.5%
SPXL vs FROG
+202.6%
+27.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +1.5% | -5.5% | +7.0% | +2.9% |
| 30D | -3.7% | -3.1% | -0.6% | -3.3% |
| 3M | +8.1% | +1.2% | +6.9% | +6.5% |
| 6M | +39.0% | +113.7% | -74.6% | +10.3% |
| YTD | +29.9% | +38.9% | -8.9% | +14.0% |
| 1Y | +46.6% | +72.0% | -25.4% | +18.3% |
| 3Y | +230.5% | +217.1% | +13.4% | +100.0% |
| All | +230.5% | +202.6% | +27.9% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling