+12.7%
SCHG vs FROG
+74.0%
-61.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.0% |
| 7D | -1.0% | -0.5% | -0.6% | -1.0% |
| 30D | -1.3% | +1.3% | -2.6% | -1.5% |
| 3M | +5.4% | +11.1% | -5.6% | +4.4% |
| 6M | +14.4% | +108.3% | -93.9% | +8.3% |
| YTD | +8.0% | +39.6% | -31.5% | +4.5% |
| 1Y | +12.7% | +74.7% | -62.0% | +8.2% |
| All | +12.7% | +74.0% | -61.3% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling