+57.4%
STM vs FROG
+59.4%
-2.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | 0.0% |
| 7D | +12.0% | +12.5% | -0.5% | +9.3% |
| 30D | -0.4% | +23.5% | -23.9% | -5.7% |
| 3M | -13.2% | +19.4% | -32.6% | -17.7% |
| 6M | -26.1% | +77.0% | -103.1% | -36.0% |
| YTD | +81.2% | +81.9% | -0.7% | +51.8% |
| 1Y | +98.3% | +90.7% | +7.6% | +64.1% |
| 3Y | +16.7% | +328.5% | -311.8% | -25.6% |
| 5Y | -4.8% | +207.0% | -211.9% | -40.0% |
| All | +57.4% | +59.4% | -2.0% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling