+33.9%
FROG vs STLA
-31.7%
+65.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.2% |
| 7D | -5.5% | +0.7% | -6.2% | -5.8% |
| 30D | -3.1% | -2.4% | -0.8% | -2.6% |
| 3M | +1.2% | -23.9% | +25.1% | +8.4% |
| 6M | +113.7% | -24.6% | +138.3% | +127.6% |
| YTD | +38.9% | -50.5% | +89.4% | +64.3% |
| 1Y | +72.0% | -39.8% | +111.8% | +89.2% |
| 3Y | +217.1% | -65.6% | +282.7% | +308.7% |
| 5Y | +130.6% | -62.1% | +192.7% | +170.2% |
| All | +33.9% | -31.7% | +65.5% | +25.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling