+1,783.9%
STRL vs FROG
+41.7%
+1,742.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +35.3% | -31.9% | -2.1% |
| 7D | -26.9% | +7.0% | -33.9% | -28.1% |
| 30D | -52.7% | +2.9% | -55.6% | -53.2% |
| 3M | -52.8% | +21.6% | -74.4% | -54.7% |
| 6M | -71.5% | +87.7% | -159.1% | -74.6% |
| YTD | -17.4% | +61.7% | -79.1% | -25.9% |
| 1Y | -35.0% | +113.7% | -148.6% | -44.6% |
| 3Y | +239.2% | +267.7% | -28.5% | +159.9% |
| 5Y | +830.2% | +158.8% | +671.4% | +610.4% |
| All | +1,783.9% | +41.7% | +1,742.2% | +1,401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling