+69.0%
FROG vs STLA
-47.9%
+116.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.5% | +9.3% | +6.6% |
| 7D | +26.8% | -11.6% | +38.4% | +31.0% |
| 30D | +10.6% | -6.2% | +16.8% | +11.9% |
| 3M | +27.2% | -24.6% | +51.8% | +35.5% |
| 6M | +58.7% | -44.9% | +103.6% | +82.7% |
| YTD | +75.3% | -62.3% | +137.6% | +120.7% |
| 1Y | +71.1% | -61.8% | +132.9% | +113.8% |
| 3Y | +319.6% | -75.3% | +394.9% | +486.7% |
| 5Y | +195.7% | -72.5% | +268.2% | +270.6% |
| All | +69.0% | -47.9% | +116.9% | +69.0% |
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