+34.6%
FROG vs SNY
+5.0%
+29.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -0.5% | -3.3% | +2.8% | 0.0% |
| 30D | +1.3% | -2.2% | +3.5% | +1.6% |
| 3M | +11.1% | -3.0% | +14.1% | +11.3% |
| 6M | +108.3% | +2.7% | +105.6% | +106.4% |
| YTD | +39.6% | -6.8% | +46.4% | +40.5% |
| 1Y | +74.7% | -5.3% | +80.0% | +75.3% |
| 3Y | +224.1% | -9.8% | +233.9% | +224.1% |
| 5Y | +138.4% | +9.7% | +128.7% | +128.4% |
| All | +34.6% | +5.0% | +29.5% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling