+90.4%
SNPS vs FROG
+22.9%
+67.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -4.6% |
| 7D | -11.0% | -11.3% | +0.3% | -8.3% |
| 30D | -1.7% | +3.6% | -5.4% | -2.5% |
| 3M | -20.4% | +1.7% | -22.0% | -21.2% |
| 6M | -8.6% | +123.5% | -132.1% | -26.7% |
| YTD | -16.2% | +40.2% | -56.4% | -25.8% |
| 1Y | -34.6% | +81.0% | -115.6% | -46.5% |
| 3Y | -14.5% | +194.8% | -209.2% | -42.5% |
| 5Y | +17.0% | +131.8% | -114.8% | -23.8% |
| All | +90.4% | +22.9% | +67.5% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling