+17.1%
SNPS vs FROG
+129.7%
-112.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -4.5% |
| 7D | -11.0% | -11.3% | +0.3% | -8.1% |
| 30D | -1.7% | +3.6% | -5.4% | -2.6% |
| 3M | -20.4% | +1.7% | -22.0% | -21.3% |
| 6M | -8.6% | +123.5% | -132.1% | -28.1% |
| YTD | -16.2% | +40.2% | -56.4% | -26.5% |
| 1Y | -34.6% | +81.0% | -115.6% | -47.5% |
| 3Y | -14.5% | +194.8% | -209.2% | -45.7% |
| All | +17.1% | +129.7% | -112.6% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling