+457.6%
SPXL vs FROG
+22.9%
+434.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.2% |
| 7D | +0.1% | -11.3% | +11.3% | +3.8% |
| 30D | -0.9% | +3.6% | -4.5% | -2.7% |
| 3M | +2.0% | +1.7% | +0.4% | -0.1% |
| 6M | +33.5% | +123.5% | -90.0% | -2.1% |
| YTD | +32.2% | +40.2% | -8.1% | +10.4% |
| 1Y | +48.9% | +81.0% | -32.1% | +10.9% |
| 3Y | +222.9% | +194.8% | +28.1% | +83.6% |
| 5Y | +140.7% | +131.8% | +8.9% | +32.4% |
| All | +457.6% | +22.9% | +434.7% | +231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling