+60.8%
SCHD vs FROG
+132.7%
-71.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.6% | -4.8% | +2.2% | -2.4% |
| 30D | -0.3% | -0.9% | +0.6% | -0.4% |
| 3M | +6.1% | +7.5% | -1.4% | +5.3% |
| 6M | +11.7% | +107.0% | -95.3% | +6.0% |
| YTD | +26.3% | +39.8% | -13.5% | +22.5% |
| 1Y | +28.8% | +74.8% | -46.1% | +22.2% |
| 3Y | +55.0% | +219.3% | -164.2% | +35.6% |
| All | +60.8% | +132.7% | -71.9% | +40.5% |
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