+85.4%
FROG vs STLA
-53.0%
+138.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.2% | -2.5% |
| 7D | -14.1% | -0.6% | -13.4% | -14.0% |
| 30D | -11.8% | +3.6% | -15.3% | -11.8% |
| 3M | +0.1% | -20.6% | +20.8% | +1.4% |
| 6M | +64.2% | -34.3% | +98.5% | +68.6% |
| YTD | +38.2% | -57.3% | +95.5% | +45.9% |
| 1Y | +85.4% | -52.6% | +138.0% | +85.3% |
| All | +85.4% | -53.0% | +138.4% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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