+35.2%
FROG vs STZ
-27.6%
+62.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -11.3% | -1.9% | -9.4% | -11.1% |
| 30D | +3.6% | -1.9% | +5.5% | +3.9% |
| 3M | +1.7% | -6.2% | +7.9% | +2.3% |
| 6M | +123.5% | -14.0% | +137.5% | +126.2% |
| YTD | +40.2% | -5.1% | +45.4% | +38.1% |
| 1Y | +81.0% | -9.6% | +90.6% | +80.1% |
| 3Y | +194.8% | -47.2% | +242.0% | +231.9% |
| 5Y | +131.8% | -33.6% | +165.4% | +145.6% |
| All | +35.2% | -27.6% | +62.8% | +65.7% |
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