+455.3%
SN vs FROG
+264.6%
+190.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.1% | -4.2% | +2.3% |
| 7D | +7.6% | +27.1% | -19.5% | +4.8% |
| 30D | +24.1% | +5.8% | +18.3% | +22.6% |
| 3M | +23.7% | +20.8% | +2.9% | +20.7% |
| 6M | +105.5% | +53.3% | +52.2% | +95.2% |
| YTD | +105.1% | +73.2% | +31.9% | +90.1% |
| 1Y | +148.3% | +80.3% | +68.0% | +128.9% |
| 3Y | +438.7% | +318.3% | +120.3% | +344.3% |
| All | +455.3% | +264.6% | +190.7% | +280.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling