-94.7%
SQQQ vs FROG
+136.2%
-230.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.7% | +4.1% |
| 7D | +4.1% | -2.2% | +6.2% | +2.9% |
| 30D | +4.6% | +3.0% | +1.7% | +7.6% |
| 3M | -10.4% | +10.3% | -20.7% | -2.4% |
| 6M | -42.1% | +116.7% | -158.8% | -4.9% |
| YTD | -40.3% | +41.9% | -82.3% | -21.8% |
| 1Y | -50.2% | +78.5% | -128.7% | -22.6% |
| 3Y | -89.4% | +224.1% | -313.5% | -66.9% |
| 5Y | -94.7% | +142.4% | -237.1% | -77.7% |
| All | -94.7% | +136.2% | -230.9% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling