+71.1%
FROG vs STZ
+15.1%
+56.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +5.4% |
| 7D | +26.8% | -0.9% | +27.8% | +26.5% |
| 30D | +10.6% | +14.9% | -4.3% | +16.7% |
| 3M | +27.2% | +8.4% | +18.8% | +31.6% |
| 6M | +58.7% | +2.8% | +55.9% | +61.9% |
| YTD | +75.3% | +7.5% | +67.8% | +77.8% |
| 1Y | +71.1% | +12.5% | +58.5% | +78.4% |
| All | +71.1% | +15.1% | +56.0% | +78.4% |
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