+72.0%
FROG vs STZ
-16.0%
+88.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -2.4% |
| 7D | -5.5% | -7.4% | +1.9% | -7.4% |
| 30D | -3.1% | -10.9% | +7.8% | -6.0% |
| 3M | +1.2% | -13.4% | +14.7% | -2.2% |
| 6M | +113.7% | -16.2% | +129.9% | +103.4% |
| YTD | +38.9% | -10.4% | +49.3% | +31.5% |
| 1Y | +72.0% | -14.8% | +86.8% | +66.6% |
| All | +72.0% | -16.0% | +88.0% | +66.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling