+2,078.8%
STRL vs FROG
+59.4%
+2,019.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -3.5% |
| 7D | +15.7% | +12.5% | +3.2% | +13.6% |
| 30D | -35.5% | +23.5% | -59.0% | -37.9% |
| 3M | -47.1% | +19.4% | -66.5% | -49.1% |
| 6M | -65.8% | +77.0% | -142.8% | -69.1% |
| YTD | -4.5% | +81.9% | -86.4% | -15.9% |
| 1Y | -10.5% | +90.7% | -101.1% | -21.8% |
| 3Y | +340.6% | +328.5% | +12.1% | +229.8% |
| 5Y | +911.0% | +207.0% | +704.0% | +655.5% |
| All | +2,078.8% | +59.4% | +2,019.4% | +1,605.1% |
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