+727.8%
STLD vs FROG
+51.8%
+676.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.1% | -5.0% | +1.5% |
| 7D | -9.7% | +27.1% | -36.8% | -11.8% |
| 30D | -4.5% | +5.8% | -10.4% | -5.5% |
| 3M | -13.1% | +20.8% | -33.9% | -15.1% |
| 6M | -2.8% | +53.3% | -56.1% | -7.6% |
| YTD | +35.3% | +73.2% | -37.9% | +25.5% |
| 1Y | +51.4% | +80.3% | -28.9% | +39.5% |
| 3Y | +117.9% | +318.3% | -200.4% | +79.8% |
| 5Y | +272.6% | +179.9% | +92.7% | +197.0% |
| All | +727.8% | +51.8% | +676.0% | +558.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 10y: compounded portfolio wealth divided by compounded FROG 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…
10y analysis · Full analysis span regression · 6 months rolling