+99.4%
STT vs FROG
+160.8%
-61.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +35.3% | -35.1% | -4.3% |
| 7D | -2.5% | +7.0% | -9.5% | -4.0% |
| 30D | -5.0% | +2.9% | -7.8% | -6.1% |
| 3M | -10.5% | +21.6% | -32.1% | -14.0% |
| 6M | +10.0% | +87.7% | -77.6% | -1.9% |
| YTD | +30.7% | +61.7% | -31.0% | +17.4% |
| 1Y | +43.8% | +113.7% | -69.9% | +22.2% |
| 3Y | +168.1% | +267.7% | -99.7% | +94.7% |
| All | +99.4% | +160.8% | -61.4% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling