+26.4%
SHW vs FROG
+206.6%
-180.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.6% |
| 7D | -3.2% | -11.3% | +8.0% | -2.7% |
| 30D | -9.5% | +3.6% | -13.2% | -9.7% |
| 3M | +11.5% | +1.7% | +9.8% | +11.1% |
| 6M | -3.5% | +123.5% | -127.1% | -9.0% |
| YTD | +3.7% | +40.2% | -36.5% | +1.0% |
| 1Y | -7.9% | +81.0% | -88.9% | -13.1% |
| All | +26.4% | +206.6% | -180.2% | +6.3% |
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