+2,145.6%
STX vs FROG
+21.7%
+2,123.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.6% |
| 7D | +10.7% | -5.5% | +16.2% | +11.5% |
| 30D | +11.3% | -3.1% | +14.4% | +11.6% |
| 3M | +3.2% | +1.2% | +2.0% | +2.4% |
| 6M | +157.0% | +113.7% | +43.3% | +128.7% |
| YTD | +229.2% | +38.9% | +190.4% | +207.3% |
| 1Y | +381.8% | +72.0% | +309.9% | +333.0% |
| 3Y | +1,383.2% | +217.1% | +1,166.1% | +1,066.3% |
| 5Y | +1,144.9% | +130.6% | +1,014.3% | +862.1% |
| All | +2,145.6% | +21.7% | +2,123.9% | +1,657.0% |
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