+239.2%
STRL vs FROG
+274.0%
-34.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +35.3% | -31.9% | -3.2% |
| 7D | -26.9% | +7.0% | -33.9% | -28.3% |
| 30D | -52.7% | +2.9% | -55.6% | -53.3% |
| 3M | -52.8% | +21.6% | -74.4% | -55.0% |
| 6M | -71.5% | +87.7% | -159.1% | -75.2% |
| YTD | -17.4% | +61.7% | -79.1% | -27.3% |
| 1Y | -35.0% | +113.7% | -148.6% | -46.8% |
| 3Y | +239.2% | +267.7% | -28.5% | +86.2% |
| All | +239.2% | +274.0% | -34.8% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling