+139.0%
SN vs FROG
+70.9%
+68.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -1.0% |
| 7D | +7.6% | +17.0% | -9.5% | +6.0% |
| 30D | +22.4% | +1.3% | +21.2% | +21.7% |
| 3M | +21.7% | +17.5% | +4.2% | +19.8% |
| 6M | +102.8% | +46.8% | +56.1% | +96.5% |
| YTD | +102.4% | +65.8% | +36.6% | +95.4% |
| 1Y | +139.0% | +61.0% | +78.0% | +132.2% |
| All | +139.0% | +70.9% | +68.0% | +132.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling