+85.4%
FROG vs STZ
+14.7%
+70.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.3% | -7.8% | -0.4% |
| 7D | -14.1% | +13.0% | -27.0% | -9.9% |
| 30D | -11.8% | +29.4% | -41.2% | -3.5% |
| 3M | +0.1% | +11.6% | -11.4% | +4.8% |
| 6M | +64.2% | -0.2% | +64.4% | +64.9% |
| YTD | +38.2% | +8.6% | +29.7% | +44.0% |
| 1Y | +85.4% | +15.9% | +69.5% | +120.2% |
| All | +85.4% | +14.7% | +70.7% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling