+778.5%
STLD vs FROG
+22.9%
+755.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.3% |
| 7D | +3.1% | -11.3% | +14.4% | +4.1% |
| 30D | -9.0% | +3.6% | -12.6% | -9.4% |
| 3M | -12.4% | +1.7% | -14.0% | -12.9% |
| 6M | +25.5% | +123.5% | -98.0% | +14.9% |
| YTD | +43.6% | +40.2% | +3.4% | +36.4% |
| 1Y | +87.2% | +81.0% | +6.2% | +71.8% |
| 3Y | +135.2% | +194.8% | -59.5% | +100.6% |
| 5Y | +290.9% | +131.8% | +159.1% | +219.3% |
| All | +778.5% | +22.9% | +755.6% | +616.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling