+21.0%
STM vs FROG
+129.7%
-108.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.6% |
| 7D | +5.8% | -11.3% | +17.1% | +8.7% |
| 30D | -1.0% | +3.6% | -4.6% | -2.2% |
| 3M | -33.3% | +1.7% | -34.9% | -34.1% |
| 6M | +57.4% | +123.5% | -66.2% | +26.9% |
| YTD | +102.2% | +40.2% | +61.9% | +79.3% |
| 1Y | +99.6% | +81.0% | +18.6% | +63.0% |
| 3Y | +14.5% | +194.8% | -180.2% | -25.3% |
| All | +21.0% | +129.7% | -108.7% | -18.7% |
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