+121.0%
SCHD vs FROG
+22.3%
+98.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.5% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | -0.4% | +1.3% | -1.7% | -0.6% |
| 3M | +5.7% | +11.1% | -5.4% | +5.0% |
| 6M | +11.9% | +108.3% | -96.4% | +7.3% |
| YTD | +26.4% | +39.6% | -13.1% | +23.3% |
| 1Y | +27.6% | +74.7% | -47.1% | +22.5% |
| 3Y | +54.9% | +224.1% | -169.1% | +40.5% |
| 5Y | +60.9% | +138.4% | -77.5% | +43.8% |
| All | +121.0% | +22.3% | +98.6% | +99.4% |
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 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