+425.4%
SN vs FROG
+151.5%
+273.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.6% | +12.6% | +0.3% |
| 7D | +3.8% | -24.5% | +28.3% | +6.3% |
| 30D | +17.5% | -24.3% | +41.8% | +20.1% |
| 3M | +19.2% | -11.7% | +30.9% | +20.1% |
| 6M | +84.9% | +37.1% | +47.8% | +77.4% |
| YTD | +94.0% | +19.5% | +74.6% | +86.6% |
| 1Y | +151.3% | +61.8% | +89.5% | +132.9% |
| 3Y | +387.1% | +178.1% | +208.9% | +317.1% |
| All | +425.4% | +151.5% | +273.9% | +273.4% |
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