+39.8%
SW vs FROG
+4.7%
+35.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.6% | +12.1% | -0.2% |
| 7D | +4.7% | -24.5% | +29.2% | +7.2% |
| 30D | +5.0% | -24.3% | +29.3% | +7.4% |
| 3M | -7.3% | -11.7% | +4.4% | -6.9% |
| 6M | +15.0% | +37.1% | -22.2% | +9.2% |
| YTD | +18.5% | +19.5% | -1.0% | +13.0% |
| 1Y | +27.1% | +61.8% | -34.7% | +16.0% |
| 3Y | +49.3% | +178.1% | -128.8% | +22.9% |
| 5Y | -1.6% | +91.2% | -92.9% | -18.5% |
| All | +39.8% | +4.7% | +35.1% | +19.6% |
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