+2,147.4%
STRL vs FROG
+55.2%
+2,092.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +23.4% | +48.2% | -24.8% | +15.2% |
| 30D | -39.5% | +11.4% | -50.9% | -40.9% |
| 3M | -45.1% | +28.5% | -73.6% | -47.6% |
| 6M | -64.6% | +63.7% | -128.3% | -67.7% |
| YTD | -1.5% | +77.1% | -78.6% | -12.8% |
| 1Y | -20.8% | +79.3% | -100.1% | -30.0% |
| 3Y | +353.1% | +323.8% | +29.4% | +240.0% |
| 5Y | +942.9% | +198.9% | +744.0% | +682.8% |
| All | +2,147.4% | +55.2% | +2,092.2% | +1,666.9% |
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