+227.0%
STT vs FROG
+51.8%
+175.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.1% | -3.9% | +2.5% |
| 7D | +0.9% | +27.1% | -26.2% | -2.0% |
| 30D | -2.3% | +5.8% | -8.2% | -3.5% |
| 3M | -7.0% | +20.8% | -27.8% | -9.7% |
| 6M | +15.5% | +53.3% | -37.9% | +8.7% |
| YTD | +35.6% | +73.2% | -37.6% | +24.0% |
| 1Y | +47.9% | +80.3% | -32.4% | +34.4% |
| 3Y | +181.1% | +318.3% | -137.2% | +122.9% |
| 5Y | +108.2% | +179.9% | -71.7% | +58.5% |
| All | +227.0% | +51.8% | +175.2% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling