+432.9%
SNXX vs FROG
+45.4%
+387.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.3% | +26.7% | +24.9% |
| 7D | +34.9% | -11.3% | +46.2% | +42.4% |
| 30D | +52.5% | +3.6% | +48.9% | +49.3% |
| 3M | -41.3% | +1.7% | -43.0% | -42.7% |
| 6M | +293.8% | +123.5% | +170.2% | +227.5% |
| All | +432.9% | +45.4% | +387.5% | +312.3% |
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