-55.8%
SNAP vs FROG
+299.7%
-355.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.1% |
| 7D | -10.6% | +17.0% | -27.6% | -14.1% |
| 30D | -19.7% | +1.3% | -21.0% | -20.7% |
| 3M | -6.5% | +17.5% | -24.0% | -11.1% |
| 6M | -17.8% | +46.8% | -64.5% | -26.2% |
| YTD | -38.0% | +65.8% | -103.8% | -47.3% |
| 1Y | -42.5% | +61.0% | -103.5% | -50.8% |
| 3Y | -55.8% | +296.7% | -352.6% | -72.9% |
| All | -55.8% | +299.7% | -355.5% | -72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling