+319.5%
SN vs FROG
+195.2%
+124.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.7% |
| 7D | -9.3% | -11.3% | +1.9% | -8.3% |
| 30D | -4.8% | +3.6% | -8.4% | -5.1% |
| 3M | +40.4% | +1.7% | +38.8% | +39.8% |
| 6M | +50.9% | +123.5% | -72.6% | +38.2% |
| YTD | +54.9% | +40.2% | +14.7% | +47.6% |
| 1Y | +43.0% | +81.0% | -38.0% | +32.0% |
| 3Y | +391.8% | +194.8% | +197.1% | +268.3% |
| All | +319.5% | +195.2% | +124.3% | +195.2% |
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 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