+86.8%
SCHW vs FROG
+218.8%
-131.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | -1.6% | +1.3% | -3.0% | -1.9% |
| 3M | +21.3% | +11.1% | +10.2% | +19.6% |
| 6M | +16.5% | +108.3% | -91.8% | +7.7% |
| YTD | +8.4% | +39.6% | -31.2% | +3.7% |
| 1Y | +15.6% | +74.7% | -59.1% | +7.1% |
| 3Y | +86.8% | +224.1% | -137.2% | +42.8% |
| All | +86.8% | +218.8% | -131.9% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling