+75.0%
SPY vs FROG
+274.0%
-199.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +35.3% | -35.0% | -2.4% |
| 7D | -2.7% | +7.0% | -9.7% | -3.6% |
| 30D | -5.4% | +2.9% | -8.3% | -6.0% |
| 3M | -4.1% | +21.6% | -25.7% | -6.3% |
| 6M | +0.7% | +87.7% | -87.0% | -5.8% |
| YTD | +8.7% | +61.7% | -53.0% | +2.3% |
| 1Y | +10.9% | +113.7% | -102.8% | +0.8% |
| 3Y | +75.0% | +267.7% | -192.7% | +43.8% |
| All | +75.0% | +274.0% | -199.0% | +43.8% |
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 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