+942.9%
STRL vs FROG
+195.3%
+747.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +23.4% | +48.2% | -24.8% | +14.2% |
| 30D | -39.5% | +11.4% | -50.9% | -41.0% |
| 3M | -45.1% | +28.5% | -73.6% | -48.0% |
| 6M | -64.6% | +63.7% | -128.3% | -68.1% |
| YTD | -1.5% | +77.1% | -78.6% | -14.3% |
| 1Y | -20.8% | +79.3% | -100.1% | -31.2% |
| 3Y | +353.1% | +323.8% | +29.4% | +220.9% |
| 5Y | +942.9% | +198.9% | +744.0% | +687.6% |
| All | +942.9% | +195.3% | +747.5% | +687.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling