+16.8%
SNPS vs FROG
+72.4%
-55.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | -0.5% |
| 7D | -0.2% | +26.8% | -27.0% | -4.9% |
| 30D | -8.0% | +10.6% | -18.6% | -10.3% |
| 3M | +12.5% | +27.2% | -14.7% | +7.1% |
| 6M | -10.5% | +58.7% | -69.2% | -18.2% |
| YTD | -1.6% | +75.3% | -76.9% | -13.6% |
| 1Y | +16.8% | +71.1% | -54.3% | +3.1% |
| All | +16.8% | +72.4% | -55.6% | +3.1% |
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