+439.5%
SN vs FROG
+240.3%
+199.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +35.3% | -32.6% | -0.4% |
| 7D | +7.2% | +7.0% | +0.2% | +6.0% |
| 30D | +20.4% | +2.9% | +17.5% | +19.3% |
| 3M | +23.9% | +21.6% | +2.3% | +20.8% |
| 6M | +93.0% | +87.7% | +5.4% | +79.4% |
| YTD | +99.2% | +61.7% | +37.6% | +85.8% |
| 1Y | +142.6% | +113.7% | +28.9% | +118.6% |
| 3Y | +398.8% | +267.7% | +131.1% | +314.5% |
| All | +439.5% | +240.3% | +199.1% | +271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling