+317.2%
FROG vs STLA
-76.9%
+394.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.1% | +7.1% | +2.2% |
| 7D | +48.2% | -13.1% | +61.3% | +52.3% |
| 30D | +11.4% | -13.3% | +24.7% | +14.3% |
| 3M | +28.5% | -27.9% | +56.4% | +36.8% |
| 6M | +63.7% | -47.8% | +111.6% | +86.7% |
| YTD | +77.1% | -64.6% | +141.6% | +119.9% |
| 1Y | +79.3% | -64.0% | +143.3% | +120.8% |
| All | +317.2% | -76.9% | +394.1% | +501.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling