+55.9%
FROG vs STZ
-19.1%
+75.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.8% | +37.1% | +35.4% |
| 7D | +7.0% | +4.9% | +2.1% | +6.4% |
| 30D | +2.9% | +20.9% | -18.0% | +0.6% |
| 3M | +21.6% | +8.0% | +13.6% | +20.4% |
| 6M | +87.7% | -5.3% | +93.0% | +88.6% |
| YTD | +61.7% | +5.9% | +55.7% | +57.1% |
| 1Y | +113.7% | +14.2% | +99.5% | +103.9% |
| 3Y | +267.7% | -37.0% | +304.7% | +298.8% |
| 5Y | +158.8% | -29.7% | +188.5% | +172.7% |
| All | +55.9% | -19.1% | +75.0% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling