-89.4%
SQQQ vs FROG
+219.3%
-308.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +1.1% |
| 7D | -2.7% | -4.8% | +2.1% | -4.4% |
| 30D | +2.4% | -0.9% | +3.4% | +3.1% |
| 3M | -8.0% | +7.5% | -15.5% | -3.2% |
| 6M | -43.9% | +107.0% | -151.0% | -23.0% |
| YTD | -42.2% | +39.8% | -82.0% | -30.6% |
| 1Y | -51.8% | +74.8% | -126.6% | -35.0% |
| All | -89.4% | +219.3% | -308.6% | -76.9% |
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