+223.7%
SCHW vs FROG
+21.7%
+202.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.3% | -5.5% | +4.2% | -0.8% |
| 30D | -0.4% | -3.1% | +2.7% | -0.3% |
| 3M | +21.7% | +1.2% | +20.4% | +20.8% |
| 6M | +13.0% | +113.7% | -100.7% | +2.7% |
| YTD | +8.0% | +38.9% | -30.8% | +2.3% |
| 1Y | +15.8% | +72.0% | -56.2% | +6.2% |
| 3Y | +87.7% | +217.1% | -129.4% | +53.9% |
| 5Y | +59.7% | +130.6% | -70.9% | +26.4% |
| All | +223.7% | +21.7% | +202.0% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling