-78.0%
SNAP vs FROG
+22.9%
-100.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -2.8% |
| 7D | +0.7% | -11.3% | +12.0% | +5.4% |
| 30D | +2.6% | +3.6% | -1.0% | 0.0% |
| 3M | -9.9% | +1.7% | -11.6% | -12.4% |
| 6M | +1.9% | +123.5% | -121.7% | -30.2% |
| YTD | -32.2% | +40.2% | -72.5% | -45.2% |
| 1Y | -22.8% | +81.0% | -103.8% | -45.4% |
| 3Y | -47.6% | +194.8% | -242.4% | -74.8% |
| 5Y | -92.7% | +131.8% | -224.5% | -96.4% |
| All | -78.0% | +22.9% | -100.9% | -88.6% |
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 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