+4,727.7%
SNDK vs FROG
+133.0%
+4,594.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +13.1% | -5.5% | +18.6% | +15.4% |
| 30D | +43.4% | -3.1% | +46.5% | +44.2% |
| 3M | +5.8% | +1.2% | +4.6% | +3.2% |
| 6M | +229.6% | +113.7% | +115.9% | +136.2% |
| YTD | +632.2% | +38.9% | +593.3% | +516.1% |
| 1Y | +2,365.4% | +72.0% | +2,293.4% | +1,660.9% |
| All | +4,727.7% | +133.0% | +4,594.7% | +2,592.3% |
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 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