-79.7%
SNAP vs FROG
+51.8%
-131.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.1% | -5.3% | -0.7% |
| 7D | -7.3% | +27.1% | -34.4% | -17.1% |
| 30D | -18.9% | +5.8% | -24.8% | -22.8% |
| 3M | -5.3% | +20.8% | -26.1% | -15.4% |
| 6M | -16.9% | +53.3% | -70.3% | -33.7% |
| YTD | -37.4% | +73.2% | -110.6% | -54.7% |
| 1Y | -38.5% | +80.3% | -118.8% | -56.5% |
| 3Y | -55.1% | +318.3% | -373.4% | -81.9% |
| 5Y | -90.8% | +179.9% | -270.7% | -95.9% |
| All | -79.7% | +51.8% | -131.5% | -90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling