-98.5%
SQQQ vs FROG
+22.3%
-120.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -3.4% |
| 7D | +1.8% | -0.5% | +2.3% | +1.5% |
| 30D | +4.2% | +1.3% | +2.8% | +6.1% |
| 3M | -3.3% | +11.1% | -14.4% | +5.4% |
| 6M | -43.6% | +108.3% | -152.0% | -11.9% |
| YTD | -41.9% | +39.6% | -81.5% | -25.1% |
| 1Y | -50.6% | +74.7% | -125.4% | -25.8% |
| 3Y | -89.3% | +224.1% | -313.4% | -70.0% |
| 5Y | -94.8% | +138.4% | -233.2% | -81.1% |
| All | -98.5% | +22.3% | -120.8% | -95.0% |
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