+269.7%
STT vs FROG
+22.9%
+246.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.5% |
| 7D | +0.5% | -11.3% | +11.8% | +1.7% |
| 30D | +3.9% | +3.6% | +0.2% | +3.2% |
| 3M | +20.0% | +1.7% | +18.3% | +19.0% |
| 6M | +55.3% | +123.5% | -68.2% | +39.9% |
| YTD | +53.3% | +40.2% | +13.1% | +44.5% |
| 1Y | +74.7% | +81.0% | -6.3% | +58.7% |
| 3Y | +205.8% | +194.8% | +11.1% | +153.4% |
| 5Y | +145.0% | +131.8% | +13.2% | +92.1% |
| All | +269.7% | +22.9% | +246.8% | +188.9% |
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 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