+127.0%
STX vs FROG
+114.1%
+12.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.3% | +9.7% | +6.7% |
| 7D | +2.4% | -11.3% | +13.6% | +3.7% |
| 30D | +1.4% | +3.6% | -2.3% | +1.2% |
| 3M | -8.2% | +1.7% | -9.9% | -8.3% |
| 6M | +127.0% | +123.5% | +3.5% | +93.2% |
| All | +127.0% | +114.1% | +12.9% | +93.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling