+40.5%
STM vs FROG
+41.7%
-1.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +35.3% | -30.9% | -2.9% |
| 7D | -10.7% | +7.0% | -17.7% | -12.8% |
| 30D | -25.7% | +2.9% | -28.6% | -27.0% |
| 3M | -21.6% | +21.6% | -43.2% | -26.0% |
| 6M | -27.8% | +87.7% | -115.5% | -38.7% |
| YTD | +61.8% | +61.7% | +0.1% | +38.9% |
| 1Y | +78.1% | +113.7% | -35.6% | +41.8% |
| 3Y | +4.9% | +267.7% | -262.8% | -30.9% |
| 5Y | -14.3% | +158.8% | -173.0% | -44.2% |
| All | +40.5% | +41.7% | -1.2% | -3.7% |
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 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