+432.7%
SN vs FROG
+272.8%
+159.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.1% |
| 7D | +1.4% | +48.2% | -46.8% | -2.5% |
| 30D | +16.6% | +11.4% | +5.2% | +14.7% |
| 3M | +18.3% | +28.5% | -10.3% | +14.7% |
| 6M | +103.1% | +63.7% | +39.3% | +91.7% |
| YTD | +96.7% | +77.1% | +19.7% | +81.9% |
| 1Y | +134.3% | +79.3% | +55.0% | +116.3% |
| 3Y | +425.2% | +323.8% | +101.5% | +332.3% |
| All | +432.7% | +272.8% | +159.9% | +264.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling