+215.1%
STT vs FROG
+41.7%
+173.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +35.3% | -35.1% | -3.3% |
| 7D | -2.5% | +7.0% | -9.5% | -3.7% |
| 30D | -5.0% | +2.9% | -7.8% | -5.9% |
| 3M | -10.5% | +21.6% | -32.1% | -13.2% |
| 6M | +10.0% | +87.7% | -77.6% | +0.8% |
| YTD | +30.7% | +61.7% | -31.0% | +20.4% |
| 1Y | +43.8% | +113.7% | -69.9% | +27.3% |
| 3Y | +168.1% | +267.7% | -99.7% | +115.7% |
| 5Y | +101.4% | +158.8% | -57.4% | +54.4% |
| All | +215.1% | +41.7% | +173.4% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling