+58.4%
SHW vs FROG
+51.8%
+6.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.1% | -3.1% | +3.6% |
| 7D | +1.6% | +27.1% | -25.5% | 0.0% |
| 30D | +12.1% | +5.8% | +6.3% | +11.3% |
| 3M | -3.0% | +20.8% | -23.8% | -4.7% |
| 6M | +13.5% | +53.3% | -39.8% | +9.2% |
| YTD | +11.2% | +73.2% | -61.9% | +5.0% |
| 1Y | +6.2% | +80.3% | -74.1% | -0.2% |
| 3Y | +45.6% | +318.3% | -272.7% | +22.6% |
| 5Y | +15.6% | +179.9% | -164.3% | -3.4% |
| All | +58.4% | +51.8% | +6.6% | +34.9% |
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