+433.2%
SNDK vs FROG
+83.7%
+349.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.4% | -5.5% | -7.2% |
| 7D | -26.2% | -14.1% | -12.1% | -22.8% |
| 30D | -39.1% | -11.8% | -27.4% | -36.9% |
| 3M | -27.3% | +0.1% | -27.5% | -27.6% |
| 6M | -17.4% | +64.2% | -81.6% | -27.7% |
| YTD | +337.0% | +38.2% | +298.8% | +304.9% |
| 1Y | +433.2% | +85.4% | +347.8% | +300.8% |
| All | +433.2% | +83.7% | +349.5% | +300.8% |
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