+123.8%
STX vs FROG
+83.7%
+40.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.4% | -5.7% | -7.9% |
| 7D | -20.2% | -14.1% | -6.1% | -18.9% |
| 30D | -37.2% | -11.8% | -25.4% | -36.4% |
| 3M | -34.1% | +0.1% | -34.2% | -33.7% |
| 6M | -24.5% | +64.2% | -88.7% | -26.3% |
| YTD | +102.9% | +38.2% | +64.7% | +101.3% |
| 1Y | +123.8% | +85.4% | +38.4% | +113.6% |
| All | +123.8% | +83.7% | +40.1% | +113.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling