-24.7%
STRL vs FROG
+70.9%
-95.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.4% |
| 7D | -19.8% | +17.0% | -36.8% | -22.1% |
| 30D | -43.6% | +1.3% | -44.8% | -44.2% |
| 3M | -45.2% | +17.5% | -62.7% | -46.7% |
| 6M | -65.7% | +46.8% | -112.5% | -67.5% |
| YTD | -5.4% | +65.8% | -71.2% | -11.4% |
| 1Y | -24.7% | +61.0% | -85.7% | -29.3% |
| All | -24.7% | +70.9% | -95.6% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling