+82.1%
STLD vs FROG
+75.3%
+6.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.6% |
| 7D | +3.1% | -11.3% | +14.4% | +3.1% |
| 30D | -9.0% | +3.6% | -12.6% | -8.9% |
| 3M | -12.4% | +1.7% | -14.0% | -12.2% |
| 6M | +25.5% | +123.5% | -98.0% | +25.0% |
| YTD | +43.6% | +40.2% | +3.4% | +41.9% |
| All | +82.1% | +75.3% | +6.8% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling