-78.5%
SNAP vs FROG
+53.7%
-132.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.8% | +1.0% | +4.7% |
| 7D | -9.8% | +26.8% | -36.6% | -19.1% |
| 30D | -18.2% | +10.6% | -28.8% | -23.3% |
| 3M | -3.1% | +27.2% | -30.3% | -15.1% |
| 6M | -7.1% | +58.7% | -65.8% | -26.9% |
| YTD | -33.8% | +75.3% | -109.2% | -52.3% |
| 1Y | -39.0% | +71.1% | -110.1% | -55.9% |
| 3Y | -52.8% | +319.6% | -372.4% | -81.0% |
| 5Y | -90.0% | +195.7% | -285.6% | -95.6% |
| All | -78.5% | +53.7% | -132.2% | -90.1% |
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