-79.0%
SNAP vs FROG
+55.2%
-134.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.6% |
| 7D | +2.6% | +48.2% | -45.7% | -13.6% |
| 30D | -19.6% | +11.4% | -31.0% | -24.8% |
| 3M | +0.4% | +28.5% | -28.2% | -12.4% |
| 6M | -5.9% | +63.7% | -69.7% | -26.9% |
| YTD | -35.3% | +77.1% | -112.4% | -53.6% |
| 1Y | -42.6% | +79.3% | -121.9% | -59.2% |
| 3Y | -53.9% | +323.8% | -377.6% | -81.5% |
| 5Y | -90.3% | +198.9% | -289.2% | -95.8% |
| All | -79.0% | +55.2% | -134.2% | -90.3% |
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