+1,335.2%
STX vs FROG
+206.6%
+1,128.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.3% | +9.7% | +6.7% |
| 7D | +2.4% | -11.3% | +13.6% | +3.6% |
| 30D | +1.4% | +3.6% | -2.3% | +0.9% |
| 3M | -8.2% | +1.7% | -9.9% | -8.8% |
| 6M | +127.0% | +123.5% | +3.5% | +105.1% |
| YTD | +209.1% | +40.2% | +168.9% | +192.8% |
| 1Y | +365.4% | +81.0% | +284.4% | +323.7% |
| All | +1,335.2% | +206.6% | +1,128.6% | +1,079.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling