+225.1%
SCHW vs FROG
+24.4%
+200.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | -2.8% | -2.2% | -0.6% | -2.6% |
| 30D | -0.1% | +3.0% | -3.0% | -0.6% |
| 3M | +20.6% | +10.3% | +10.3% | +18.7% |
| 6M | +15.9% | +116.7% | -100.7% | +5.3% |
| YTD | +8.5% | +41.9% | -33.4% | +2.5% |
| 1Y | +17.8% | +78.5% | -60.7% | +7.7% |
| 3Y | +88.5% | +224.1% | -135.6% | +54.3% |
| 5Y | +60.6% | +142.4% | -81.8% | +26.9% |
| All | +225.1% | +24.4% | +200.7% | +157.5% |
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 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