-38.7%
SNAP vs FROG
+85.3%
-124.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.3% |
| 7D | +6.0% | +12.5% | -6.4% | +3.9% |
| 30D | -13.8% | +23.5% | -37.3% | -17.1% |
| 3M | -0.8% | +19.4% | -20.1% | -4.3% |
| 6M | -6.2% | +77.0% | -83.2% | -16.9% |
| YTD | -34.8% | +81.9% | -116.7% | -44.6% |
| 1Y | -38.7% | +90.7% | -129.4% | -48.6% |
| All | -38.7% | +85.3% | -124.0% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling