-90.5%
SNAP vs FROG
+207.6%
-298.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.2% |
| 7D | +6.0% | +12.5% | -6.4% | +1.5% |
| 30D | -13.8% | +23.5% | -37.3% | -22.7% |
| 3M | -0.8% | +19.4% | -20.1% | -10.9% |
| 6M | -6.2% | +77.0% | -83.2% | -30.2% |
| YTD | -34.8% | +81.9% | -116.7% | -54.5% |
| 1Y | -38.7% | +90.7% | -129.4% | -58.5% |
| 3Y | -53.5% | +328.5% | -382.0% | -83.8% |
| All | -90.5% | +207.6% | -298.1% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling