+288.2%
STLD vs FROG
+192.7%
+95.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.5% | +0.6% |
| 7D | -0.5% | +26.8% | -27.3% | -3.6% |
| 30D | -0.1% | +10.6% | -10.7% | -1.9% |
| 3M | -9.2% | +27.2% | -36.3% | -12.6% |
| 6M | +1.8% | +58.7% | -56.9% | -5.6% |
| YTD | +42.1% | +75.3% | -33.2% | +28.0% |
| 1Y | +58.5% | +71.1% | -12.6% | +43.0% |
| 3Y | +128.2% | +319.6% | -191.4% | +69.4% |
| 5Y | +288.2% | +195.7% | +92.6% | +187.4% |
| All | +288.2% | +192.7% | +95.6% | +187.4% |
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