+20.1%
SPYM vs FROG
+83.7%
-63.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.2% |
| 7D | +0.1% | -11.3% | +11.4% | +0.6% |
| 30D | +0.1% | +3.6% | -3.6% | -0.2% |
| 3M | +2.0% | +1.7% | +0.4% | +1.7% |
| 6M | +13.1% | +123.5% | -110.5% | +9.0% |
| YTD | +13.6% | +40.2% | -26.6% | +11.3% |
| 1Y | +20.1% | +81.0% | -60.9% | +16.4% |
| All | +20.1% | +83.7% | -63.7% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling