+98.3%
STM vs FROG
+85.3%
+13.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.1% |
| 7D | +12.0% | +12.5% | -0.5% | +9.8% |
| 30D | -0.4% | +23.5% | -23.9% | -4.4% |
| 3M | -13.2% | +19.4% | -32.6% | -16.4% |
| 6M | -26.1% | +77.0% | -103.1% | -32.2% |
| YTD | +81.2% | +81.9% | -0.7% | +65.8% |
| 1Y | +98.3% | +90.7% | +7.6% | +76.8% |
| All | +98.3% | +85.3% | +13.0% | +76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling