+67.0%
FROG vs STLA
-44.0%
+110.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.4% | +7.2% |
| 7D | +27.1% | -6.4% | +33.5% | +29.2% |
| 30D | +5.8% | -1.3% | +7.2% | +5.8% |
| 3M | +20.8% | -19.9% | +40.8% | +26.9% |
| 6M | +53.3% | -42.9% | +96.2% | +75.3% |
| YTD | +73.2% | -59.4% | +132.6% | +114.2% |
| 1Y | +80.3% | -56.8% | +137.1% | +117.7% |
| 3Y | +318.3% | -73.1% | +391.4% | +471.6% |
| 5Y | +179.9% | -70.1% | +250.0% | +244.2% |
| All | +67.0% | -44.0% | +110.9% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling