+3,525.1%
STRL vs FROG
+22.9%
+3,502.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.3% | +9.1% | +6.3% |
| 7D | +3.4% | -11.3% | +14.7% | +5.2% |
| 30D | -9.2% | +3.6% | -12.9% | -9.8% |
| 3M | -51.0% | +1.7% | -52.7% | -51.4% |
| 6M | +15.8% | +123.5% | -107.8% | +1.3% |
| YTD | +58.9% | +40.2% | +18.6% | +47.0% |
| 1Y | +68.5% | +81.0% | -12.5% | +48.8% |
| 3Y | +485.2% | +194.8% | +290.5% | +365.4% |
| 5Y | +2,005.1% | +131.8% | +1,873.3% | +1,549.2% |
| All | +3,525.1% | +22.9% | +3,502.2% | +2,878.9% |
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