-98.5%
SQQQ vs FROG
+22.9%
-121.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -2.1% |
| 7D | -0.9% | -11.3% | +10.3% | -6.4% |
| 30D | -0.3% | +3.6% | -3.9% | +3.0% |
| 3M | +2.7% | +1.7% | +1.1% | +7.4% |
| 6M | -43.8% | +123.5% | -167.4% | -8.7% |
| YTD | -42.9% | +40.2% | -83.2% | -26.2% |
| 1Y | -53.5% | +81.0% | -134.5% | -28.7% |
| 3Y | -89.4% | +194.8% | -284.2% | -72.2% |
| 5Y | -94.7% | +131.8% | -226.5% | -80.8% |
| All | -98.5% | +22.9% | -121.4% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling