+81.0%
FROG vs SNY
+2.0%
+79.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -11.3% | -1.3% | -10.0% | -11.1% |
| 30D | +3.6% | +3.4% | +0.2% | +2.9% |
| 3M | +1.7% | -0.3% | +2.0% | +0.7% |
| 6M | +123.5% | +1.0% | +122.5% | +119.2% |
| YTD | +40.2% | -3.6% | +43.9% | +39.4% |
| 1Y | +81.0% | +3.0% | +78.0% | +79.4% |
| All | +81.0% | +2.0% | +79.0% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling