+107.5%
STLD vs FROG
+274.0%
-166.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +35.3% | -34.9% | -2.4% |
| 7D | -11.1% | +7.0% | -18.1% | -12.0% |
| 30D | -4.8% | +2.9% | -7.7% | -5.5% |
| 3M | -14.6% | +21.6% | -36.2% | -16.6% |
| 6M | -7.4% | +87.7% | -95.1% | -14.4% |
| YTD | +32.6% | +61.7% | -29.1% | +23.5% |
| 1Y | +47.3% | +113.7% | -66.3% | +30.3% |
| 3Y | +107.5% | +267.7% | -160.2% | +63.2% |
| All | +107.5% | +274.0% | -166.5% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling