+267.7%
FROG vs STLA
-74.0%
+341.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.2% | +35.6% | +35.4% |
| 7D | +7.0% | -4.5% | +11.5% | +8.0% |
| 30D | +2.9% | -3.9% | +6.8% | +3.5% |
| 3M | +21.6% | -20.2% | +41.8% | +27.0% |
| 6M | +87.7% | -42.2% | +129.8% | +110.5% |
| YTD | +61.7% | -59.3% | +121.0% | +95.6% |
| 1Y | +113.7% | -56.1% | +169.7% | +151.3% |
| 3Y | +267.7% | -73.7% | +341.4% | +397.4% |
| All | +267.7% | -74.0% | +341.8% | +397.4% |
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