+242.0%
XLK vs FROG
+22.9%
+219.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.3% |
| 7D | +0.9% | -11.3% | +12.1% | +3.0% |
| 30D | +0.7% | +3.6% | -2.9% | -0.2% |
| 3M | -2.9% | +1.7% | -4.6% | -3.9% |
| 6M | +34.3% | +123.5% | -89.3% | +14.2% |
| YTD | +30.4% | +40.2% | -9.9% | +19.0% |
| 1Y | +43.4% | +81.0% | -37.6% | +23.5% |
| 3Y | +116.8% | +194.8% | -77.9% | +61.2% |
| 5Y | +144.0% | +131.8% | +12.2% | +76.7% |
| All | +242.0% | +22.9% | +219.1% | +158.7% |
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 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