+232.4%
STT vs FROG
+55.2%
+177.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | +5.1% | +48.2% | -43.1% | +0.5% |
| 30D | -0.2% | +11.4% | -11.6% | -2.0% |
| 3M | -8.1% | +28.5% | -36.7% | -11.4% |
| 6M | +16.6% | +63.7% | -47.1% | +9.0% |
| YTD | +37.8% | +77.1% | -39.2% | +25.8% |
| 1Y | +46.8% | +79.3% | -32.5% | +33.6% |
| 3Y | +181.2% | +323.8% | -142.6% | +122.7% |
| 5Y | +105.1% | +198.9% | -93.8% | +55.9% |
| All | +232.4% | +55.2% | +177.2% | +151.4% |
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