+292.6%
STLD vs FROG
+129.7%
+163.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.2% |
| 7D | +3.1% | -11.3% | +14.4% | +4.5% |
| 30D | -9.0% | +3.6% | -12.6% | -9.6% |
| 3M | -12.4% | +1.7% | -14.0% | -13.2% |
| 6M | +25.5% | +123.5% | -98.0% | +10.9% |
| YTD | +43.6% | +40.2% | +3.4% | +33.8% |
| 1Y | +87.2% | +81.0% | +6.2% | +65.8% |
| 3Y | +135.2% | +194.8% | -59.5% | +84.2% |
| All | +292.6% | +129.7% | +163.0% | +203.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling