+125.7%
SNPS vs FROG
+51.8%
+74.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.1% | -3.5% | +2.0% |
| 7D | +0.2% | +27.1% | -26.9% | -6.6% |
| 30D | -8.4% | +5.8% | -14.3% | -11.1% |
| 3M | +12.3% | +20.8% | -8.6% | +5.3% |
| 6M | -9.6% | +53.3% | -62.9% | -20.9% |
| YTD | -0.6% | +73.2% | -73.8% | -17.9% |
| 1Y | +18.7% | +80.3% | -61.6% | -3.4% |
| 3Y | -7.6% | +318.3% | -325.9% | -44.0% |
| 5Y | +34.1% | +179.9% | -145.8% | -18.0% |
| All | +125.7% | +51.8% | +74.0% | +46.2% |
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