+2,164.2%
STRL vs FROG
+53.7%
+2,110.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.8% | -0.8% | +4.0% |
| 7D | +7.1% | +26.8% | -19.7% | +2.7% |
| 30D | -39.4% | +10.6% | -50.0% | -40.7% |
| 3M | -43.0% | +27.2% | -70.2% | -45.5% |
| 6M | -65.0% | +58.7% | -123.7% | -67.9% |
| YTD | -0.8% | +75.3% | -76.1% | -12.0% |
| 1Y | -20.3% | +71.1% | -91.4% | -29.1% |
| 3Y | +356.5% | +319.6% | +36.9% | +243.1% |
| 5Y | +952.8% | +195.7% | +757.2% | +691.7% |
| All | +2,164.2% | +53.7% | +2,110.5% | +1,683.0% |
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