+17.6%
SNOW vs FROG
+55.2%
-37.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | +10.8% | +48.2% | -37.4% | -9.8% |
| 30D | -16.5% | +11.4% | -27.9% | -22.8% |
| 3M | -10.1% | +28.5% | -38.6% | -23.1% |
| 6M | +96.5% | +63.7% | +32.8% | +49.1% |
| YTD | +36.2% | +77.1% | -40.9% | -5.4% |
| 1Y | +10.7% | +79.3% | -68.6% | -23.9% |
| 3Y | +86.2% | +323.8% | -237.5% | -31.6% |
| 5Y | -22.7% | +198.9% | -221.6% | -69.0% |
| All | +17.6% | +55.2% | -37.6% | -47.3% |
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