+103.1%
STT vs FROG
+207.6%
-104.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -0.5% |
| 7D | +4.8% | +12.5% | -7.7% | +3.2% |
| 30D | +3.9% | +23.5% | -19.6% | +0.2% |
| 3M | -8.2% | +19.4% | -27.5% | -11.4% |
| 6M | +15.6% | +77.0% | -61.4% | +4.6% |
| YTD | +37.6% | +81.9% | -44.2% | +21.6% |
| 1Y | +50.1% | +90.7% | -40.5% | +31.4% |
| 3Y | +183.1% | +328.5% | -145.5% | +100.3% |
| All | +103.1% | +207.6% | -104.5% | +39.9% |
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 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