+125.5%
STLD vs FROG
+299.7%
-174.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.3% | +8.0% | +4.1% |
| 7D | -4.7% | +17.0% | -21.7% | -6.2% |
| 30D | -0.9% | +1.3% | -2.2% | -1.6% |
| 3M | -11.9% | +17.5% | -29.4% | -13.7% |
| 6M | +0.9% | +46.8% | -45.9% | -3.9% |
| YTD | +40.4% | +65.8% | -25.4% | +30.5% |
| 1Y | +56.6% | +61.0% | -4.4% | +45.9% |
| 3Y | +125.5% | +296.7% | -171.3% | +80.7% |
| All | +125.5% | +299.7% | -174.2% | +80.7% |
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