+66.7%
SNXX vs FROG
+43.3%
+23.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -2.4% | -13.3% | -14.4% |
| 7D | -47.8% | -14.1% | -33.7% | -42.7% |
| 30D | -66.0% | -11.8% | -54.2% | -63.0% |
| 3M | -57.5% | +0.1% | -57.6% | -56.8% |
| 6M | -66.7% | +64.2% | -130.9% | -71.7% |
| All | +66.7% | +43.3% | +23.4% | +32.5% |
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