+141.8%
SPY vs FROG
+51.8%
+90.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.8% | +1.6% |
| 7D | +0.1% | +27.1% | -27.0% | -2.9% |
| 30D | -3.3% | +5.8% | -9.1% | -4.6% |
| 3M | -2.4% | +20.8% | -23.3% | -5.4% |
| 6M | +2.6% | +53.3% | -50.8% | -3.6% |
| YTD | +11.2% | +73.2% | -62.0% | +1.6% |
| 1Y | +13.4% | +80.3% | -66.9% | +2.9% |
| 3Y | +79.9% | +318.3% | -238.4% | +40.9% |
| 5Y | +72.2% | +179.9% | -107.7% | +33.7% |
| All | +141.8% | +51.8% | +90.0% | +92.0% |
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 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