+122.8%
SCHD vs FROG
+21.7%
+101.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -1.1% | -5.5% | +4.4% | -0.9% |
| 30D | +1.5% | -3.1% | +4.6% | +1.5% |
| 3M | +7.4% | +1.2% | +6.2% | +7.1% |
| 6M | +12.4% | +113.7% | -101.3% | +7.6% |
| YTD | +27.5% | +38.9% | -11.3% | +24.4% |
| 1Y | +30.0% | +72.0% | -42.0% | +24.9% |
| 3Y | +56.5% | +217.1% | -160.6% | +42.1% |
| 5Y | +60.7% | +130.6% | -69.9% | +43.6% |
| All | +122.8% | +21.7% | +101.1% | +101.2% |
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 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