-80.0%
SNAP vs FROG
+41.7%
-121.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +35.3% | -37.9% | -15.1% |
| 7D | -7.1% | +7.0% | -14.1% | -11.7% |
| 30D | -14.6% | +2.9% | -17.5% | -17.9% |
| 3M | -5.0% | +21.6% | -26.6% | -15.6% |
| 6M | -18.8% | +87.7% | -106.5% | -41.2% |
| YTD | -38.5% | +61.7% | -100.2% | -54.4% |
| 1Y | -38.1% | +113.7% | -151.7% | -60.2% |
| 3Y | -53.8% | +267.7% | -321.5% | -80.3% |
| 5Y | -90.7% | +158.8% | -249.5% | -95.8% |
| All | -80.0% | +41.7% | -121.7% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling