+154.5%
SCHG vs FROG
+22.3%
+132.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.1% |
| 7D | -1.0% | -0.5% | -0.6% | -1.0% |
| 30D | -1.3% | +1.3% | -2.6% | -1.8% |
| 3M | +5.4% | +11.1% | -5.6% | +2.7% |
| 6M | +14.4% | +108.3% | -93.9% | -1.4% |
| YTD | +8.0% | +39.6% | -31.5% | -1.3% |
| 1Y | +12.7% | +74.7% | -62.0% | -2.4% |
| 3Y | +85.6% | +224.1% | -138.5% | +33.8% |
| 5Y | +85.5% | +138.4% | -52.9% | +32.4% |
| All | +154.5% | +22.3% | +132.2% | +91.4% |
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