+1,045.6%
STX vs FROG
+41.7%
+1,003.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +35.3% | -36.5% | -6.1% |
| 7D | -28.5% | +7.0% | -35.5% | -29.5% |
| 30D | -42.9% | +2.9% | -45.8% | -43.4% |
| 3M | -45.9% | +21.6% | -67.5% | -47.7% |
| 6M | -41.3% | +87.7% | -129.0% | -47.0% |
| YTD | +67.9% | +61.7% | +6.3% | +52.7% |
| 1Y | +66.5% | +113.7% | -47.1% | +44.6% |
| 3Y | +588.0% | +267.7% | +320.2% | +428.7% |
| 5Y | +449.1% | +158.8% | +290.3% | +314.7% |
| All | +1,045.6% | +41.7% | +1,003.9% | +773.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling