+448.0%
SNXX vs FROG
+44.9%
+403.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.4% |
| 7D | +27.3% | -4.8% | +32.1% | +29.9% |
| 30D | +89.3% | -0.9% | +90.2% | +89.7% |
| 3M | -29.6% | +7.5% | -37.0% | -32.8% |
| 6M | +324.4% | +107.0% | +217.4% | +246.4% |
| All | +448.0% | +44.9% | +403.0% | +324.5% |
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 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