+1,157.8%
STX vs FROG
+51.8%
+1,106.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.1% | +2.7% | +8.8% |
| 7D | -14.8% | +27.1% | -41.9% | -17.9% |
| 30D | -35.4% | +5.8% | -41.2% | -36.2% |
| 3M | -37.7% | +20.8% | -58.5% | -39.7% |
| 6M | -35.2% | +53.3% | -88.6% | -39.7% |
| YTD | +84.4% | +73.2% | +11.2% | +66.1% |
| 1Y | +82.3% | +80.3% | +2.0% | +63.1% |
| 3Y | +646.2% | +318.3% | +327.9% | +463.2% |
| 5Y | +487.4% | +179.9% | +307.5% | +339.3% |
| All | +1,157.8% | +51.8% | +1,106.0% | +849.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling