+4,601.6%
SNDK vs FROG
+138.2%
+4,463.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.6% |
| 7D | +8.8% | -2.2% | +11.0% | +9.6% |
| 30D | +33.2% | +3.0% | +30.2% | +30.8% |
| 3M | +3.0% | +10.3% | -7.3% | -2.8% |
| 6M | +173.5% | +116.7% | +56.8% | +94.8% |
| YTD | +613.0% | +41.9% | +571.1% | +494.9% |
| 1Y | +2,189.8% | +78.5% | +2,111.2% | +1,501.8% |
| All | +4,601.6% | +138.2% | +4,463.5% | +2,499.3% |
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