+368.8%
SNXX vs FROG
+44.7%
+324.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.7% | -5.4% | -6.3% |
| 7D | -12.0% | -0.5% | -11.6% | -11.9% |
| 30D | +37.9% | +1.3% | +36.6% | +37.0% |
| 3M | -52.7% | +11.1% | -63.8% | -55.3% |
| 6M | +194.8% | +108.3% | +86.5% | +141.3% |
| All | +368.8% | +44.7% | +324.1% | +263.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling