+89.5%
SNPS vs FROG
+21.7%
+67.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -5.5% | -5.5% | 0.0% | -4.1% |
| 30D | -5.8% | -3.1% | -2.6% | -5.0% |
| 3M | -17.2% | +1.2% | -18.4% | -18.0% |
| 6M | -10.4% | +113.7% | -124.0% | -27.3% |
| YTD | -16.5% | +38.9% | -55.4% | -25.9% |
| 1Y | -35.6% | +72.0% | -107.6% | -46.6% |
| 3Y | -14.6% | +217.1% | -231.7% | -43.8% |
| 5Y | +16.5% | +130.6% | -114.1% | -24.0% |
| All | +89.5% | +21.7% | +67.8% | +31.9% |
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