+146.2%
SN vs FROG
+72.4%
+73.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.2% |
| 7D | +3.5% | +26.8% | -23.3% | +1.5% |
| 30D | +19.4% | +10.6% | +8.9% | +18.0% |
| 3M | +20.9% | +27.2% | -6.3% | +18.5% |
| 6M | +111.1% | +58.7% | +52.4% | +103.6% |
| YTD | +102.8% | +75.3% | +27.5% | +95.1% |
| 1Y | +146.2% | +71.1% | +75.1% | +138.3% |
| All | +146.2% | +72.4% | +73.8% | +138.3% |
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 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