-34.6%
SNPS vs FROG
+83.7%
-118.3%
-38.9%
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% | -4.8% |
| 7D | -11.0% | -11.3% | +0.3% | -8.9% |
| 30D | -1.7% | +3.6% | -5.4% | -1.9% |
| 3M | -20.4% | +1.7% | -22.0% | -20.6% |
| 6M | -8.6% | +123.5% | -132.1% | -20.7% |
| YTD | -16.2% | +40.2% | -56.4% | -22.9% |
| 1Y | -34.6% | +81.0% | -115.6% | -42.3% |
| All | -34.6% | +83.7% | -118.3% | -42.3% |
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 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