+145.5%
SPY vs FROG
+21.7%
+123.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | +0.5% | -5.5% | +6.1% | +1.2% |
| 30D | -0.9% | -3.1% | +2.2% | -0.8% |
| 3M | +3.9% | +1.2% | +2.6% | +3.2% |
| 6M | +14.5% | +113.7% | -99.2% | +3.6% |
| YTD | +12.9% | +38.9% | -25.9% | +6.5% |
| 1Y | +19.4% | +72.0% | -52.6% | +8.9% |
| 3Y | +78.5% | +217.1% | -138.7% | +45.0% |
| 5Y | +81.8% | +130.6% | -48.9% | +45.3% |
| All | +145.5% | +21.7% | +123.8% | +101.3% |
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