+2,065.9%
STRL vs FROG
+51.8%
+2,014.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +7.1% | +7.8% | +13.8% |
| 7D | -13.3% | +27.1% | -40.5% | -16.8% |
| 30D | -43.3% | +5.8% | -49.2% | -44.2% |
| 3M | -46.9% | +20.8% | -67.7% | -48.9% |
| 6M | -65.6% | +53.3% | -118.9% | -68.3% |
| YTD | -5.1% | +73.2% | -78.3% | -15.7% |
| 1Y | -23.1% | +80.3% | -103.4% | -32.1% |
| 3Y | +346.8% | +318.3% | +28.5% | +236.2% |
| 5Y | +907.2% | +179.9% | +727.3% | +661.1% |
| All | +2,065.9% | +51.8% | +2,014.2% | +1,609.1% |
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