+476.2%
STX vs FROG
+207.6%
+268.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -3.5% |
| 7D | +14.6% | +12.5% | +2.1% | +12.5% |
| 30D | -26.0% | +23.5% | -49.5% | -28.7% |
| 3M | -42.6% | +19.4% | -62.0% | -44.6% |
| 6M | -35.3% | +77.0% | -112.3% | -41.6% |
| YTD | +92.5% | +81.9% | +10.6% | +69.6% |
| 1Y | +102.4% | +90.7% | +11.7% | +76.7% |
| 3Y | +673.8% | +328.5% | +345.3% | +443.8% |
| All | +476.2% | +207.6% | +268.6% | +284.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling