+2,057.7%
STRL vs FROG
+45.3%
+2,012.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.3% |
| 7D | -19.8% | +17.0% | -36.8% | -22.1% |
| 30D | -43.6% | +1.3% | -44.8% | -44.0% |
| 3M | -45.2% | +17.5% | -62.7% | -47.0% |
| 6M | -65.7% | +46.8% | -112.5% | -68.2% |
| YTD | -5.4% | +65.8% | -71.2% | -15.4% |
| 1Y | -24.7% | +61.0% | -85.7% | -32.3% |
| 3Y | +335.0% | +296.7% | +38.3% | +229.9% |
| 5Y | +915.3% | +177.8% | +737.5% | +670.6% |
| All | +2,057.7% | +45.3% | +2,012.4% | +1,614.4% |
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