+125.3%
FROG vs STLA
-62.4%
+187.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.7% |
| 7D | -11.3% | +2.6% | -13.9% | -12.0% |
| 30D | +3.6% | -1.2% | +4.9% | +3.9% |
| 3M | +1.7% | -24.8% | +26.4% | +10.0% |
| 6M | +123.5% | -25.6% | +149.1% | +140.5% |
| YTD | +40.2% | -48.9% | +89.2% | +67.4% |
| 1Y | +81.0% | -38.8% | +119.8% | +99.7% |
| 3Y | +194.8% | -64.5% | +259.3% | +288.6% |
| All | +125.3% | -62.4% | +187.6% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling