+9.5%
SNOW vs FROG
+83.7%
-74.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.7% |
| 7D | -14.5% | -14.1% | -0.4% | -10.2% |
| 30D | -14.3% | -11.8% | -2.5% | -10.7% |
| 3M | -8.3% | +0.1% | -8.4% | -8.7% |
| 6M | +101.5% | +64.2% | +37.3% | +74.7% |
| YTD | +32.5% | +38.2% | -5.8% | +14.4% |
| 1Y | +9.5% | +85.4% | -75.9% | -7.8% |
| All | +9.5% | +83.7% | -74.2% | -7.8% |
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