+267.7%
FROG vs STZ
-37.2%
+304.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.8% | +37.1% | +35.1% |
| 7D | +7.0% | +4.9% | +2.1% | +7.7% |
| 30D | +2.9% | +20.9% | -18.0% | +4.9% |
| 3M | +21.6% | +8.0% | +13.6% | +22.9% |
| 6M | +87.7% | -5.3% | +93.0% | +88.0% |
| YTD | +61.7% | +5.9% | +55.7% | +61.2% |
| 1Y | +113.7% | +14.2% | +99.5% | +112.3% |
| 3Y | +267.7% | -37.0% | +304.7% | +270.5% |
| All | +267.7% | -37.2% | +304.9% | +270.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling