+47.7%
SHW vs FROG
+22.9%
+24.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.7% |
| 7D | -3.2% | -11.3% | +8.0% | -2.5% |
| 30D | -9.5% | +3.6% | -13.2% | -9.9% |
| 3M | +11.5% | +1.7% | +9.8% | +10.9% |
| 6M | -3.5% | +123.5% | -127.1% | -10.3% |
| YTD | +3.7% | +40.2% | -36.5% | -0.3% |
| 1Y | -7.9% | +81.0% | -88.9% | -14.0% |
| 3Y | +24.7% | +194.8% | -170.0% | +8.0% |
| 5Y | +13.6% | +131.8% | -118.2% | -3.5% |
| All | +47.7% | +22.9% | +24.8% | +28.0% |
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