+52.0%
SNOW vs FROG
+83.7%
-31.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -4.4% |
| 7D | +2.8% | -11.3% | +14.1% | +6.6% |
| 30D | +6.4% | +3.6% | +2.8% | +4.7% |
| 3M | +38.1% | +1.7% | +36.4% | +35.8% |
| 6M | +100.4% | +123.5% | -23.1% | +58.2% |
| YTD | +53.7% | +40.2% | +13.5% | +32.6% |
| 1Y | +52.0% | +81.0% | -29.0% | +28.4% |
| All | +52.0% | +83.7% | -31.8% | +28.4% |
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