+60.6%
SCHW vs FROG
+136.2%
-75.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | -2.8% | -2.2% | -0.6% | -2.5% |
| 30D | -0.1% | +3.0% | -3.0% | -0.7% |
| 3M | +20.6% | +10.3% | +10.3% | +18.2% |
| 6M | +15.9% | +116.7% | -100.7% | +2.7% |
| YTD | +8.5% | +41.9% | -33.4% | +1.0% |
| 1Y | +17.8% | +78.5% | -60.7% | +4.9% |
| 3Y | +88.5% | +224.1% | -135.6% | +42.5% |
| 5Y | +60.6% | +142.4% | -81.8% | +20.2% |
| All | +60.6% | +136.2% | -75.6% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling