+123.7%
SNPS vs FROG
+55.2%
+68.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +5.1% | +48.2% | -43.1% | -5.5% |
| 30D | -6.4% | +11.4% | -17.8% | -10.3% |
| 3M | +12.2% | +28.5% | -16.3% | +3.7% |
| 6M | -9.8% | +63.7% | -73.6% | -22.4% |
| YTD | -1.5% | +77.1% | -78.6% | -19.2% |
| 1Y | +16.0% | +79.3% | -63.3% | -5.4% |
| 3Y | -10.8% | +323.8% | -334.6% | -46.1% |
| 5Y | +33.3% | +198.9% | -165.6% | -19.5% |
| All | +123.7% | +55.2% | +68.5% | +44.0% |
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