+32.8%
SNOW vs FROG
+22.9%
+9.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -3.9% |
| 7D | +2.8% | -11.3% | +14.1% | +8.5% |
| 30D | +6.4% | +3.6% | +2.8% | +3.7% |
| 3M | +38.1% | +1.7% | +36.4% | +34.5% |
| 6M | +100.4% | +123.5% | -23.1% | +31.9% |
| YTD | +53.7% | +40.2% | +13.5% | +22.8% |
| 1Y | +52.0% | +81.0% | -29.0% | +3.7% |
| 3Y | +114.7% | +194.8% | -80.1% | -3.5% |
| 5Y | +8.8% | +131.8% | -123.0% | -49.6% |
| All | +32.8% | +22.9% | +9.9% | -31.6% |
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