+183.1%
STT vs FROG
+335.2%
-152.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -0.4% |
| 7D | +4.8% | +12.5% | -7.7% | +3.7% |
| 30D | +3.9% | +23.5% | -19.6% | +1.6% |
| 3M | -8.2% | +19.4% | -27.5% | -10.1% |
| 6M | +15.6% | +77.0% | -61.4% | +8.6% |
| YTD | +37.6% | +81.9% | -44.2% | +27.4% |
| 1Y | +50.1% | +90.7% | -40.5% | +38.1% |
| 3Y | +183.1% | +328.5% | -145.5% | +130.7% |
| All | +183.1% | +335.2% | -152.2% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling