+112.9%
SNPS vs FROG
+4.7%
+108.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -13.6% | +8.7% | -1.6% |
| 7D | -10.2% | -24.5% | +14.3% | -4.1% |
| 30D | -12.8% | -24.3% | +11.4% | -7.3% |
| 3M | +9.9% | -11.7% | +21.6% | +12.3% |
| 6M | -12.4% | +37.1% | -49.5% | -21.0% |
| YTD | -6.3% | +19.5% | -25.7% | -14.5% |
| 1Y | +7.6% | +61.8% | -54.2% | -10.6% |
| 3Y | -9.8% | +178.1% | -187.9% | -39.0% |
| 5Y | +29.2% | +91.2% | -62.0% | -12.6% |
| All | +112.9% | +4.7% | +108.2% | +52.4% |
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 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