+36.8%
FROG vs SNY
+4.9%
+31.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -2.2% | -3.6% | +1.5% | -1.6% |
| 30D | +3.0% | -1.9% | +4.9% | +3.2% |
| 3M | +10.3% | -2.0% | +12.3% | +10.3% |
| 6M | +116.7% | +2.5% | +114.1% | +114.8% |
| YTD | +41.9% | -7.0% | +48.9% | +42.9% |
| 1Y | +78.5% | -4.4% | +82.9% | +78.8% |
| 3Y | +224.1% | -8.4% | +232.5% | +223.1% |
| 5Y | +142.4% | +9.5% | +132.9% | +132.3% |
| All | +36.8% | +4.9% | +31.9% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling