+16.5%
SNOW vs FROG
+45.3%
-28.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +3.5% |
| 7D | +0.2% | +17.0% | -16.8% | -9.3% |
| 30D | -19.8% | +1.3% | -21.1% | -22.6% |
| 3M | -11.6% | +17.5% | -29.1% | -21.3% |
| 6M | +94.0% | +46.8% | +47.2% | +54.6% |
| YTD | +34.8% | +65.8% | -31.0% | -3.6% |
| 1Y | +10.1% | +61.0% | -50.8% | -20.5% |
| 3Y | +84.4% | +296.7% | -212.4% | -30.2% |
| 5Y | -18.1% | +177.8% | -195.9% | -66.0% |
| All | +16.5% | +45.3% | -28.8% | -46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling