+130.6%
FROG vs STZ
-36.5%
+167.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -0.3% |
| 7D | -5.5% | -7.4% | +1.9% | -4.7% |
| 30D | -3.1% | -10.9% | +7.8% | -1.9% |
| 3M | +1.2% | -13.4% | +14.7% | +2.8% |
| 6M | +113.7% | -16.2% | +129.9% | +116.4% |
| YTD | +38.9% | -10.4% | +49.3% | +37.1% |
| 1Y | +72.0% | -14.8% | +86.8% | +72.0% |
| 3Y | +217.1% | -50.1% | +267.3% | +268.0% |
| 5Y | +130.6% | -38.8% | +169.4% | +120.5% |
| All | +130.6% | -36.5% | +167.1% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling