+12.2%
SHW vs FROG
+160.8%
-148.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +35.3% | -36.7% | -3.4% |
| 7D | +3.5% | +7.0% | -3.5% | +2.7% |
| 30D | +9.2% | +2.9% | +6.4% | +8.6% |
| 3M | -5.1% | +21.6% | -26.7% | -7.0% |
| 6M | +6.8% | +87.7% | -80.8% | +0.2% |
| YTD | +7.0% | +61.7% | -54.7% | +0.8% |
| 1Y | +4.1% | +113.7% | -109.6% | -5.5% |
| 3Y | +41.1% | +267.7% | -226.7% | +15.6% |
| All | +12.2% | +160.8% | -148.6% | -11.9% |
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 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