+51.6%
SW vs FROG
+219.8%
-168.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +4.2% |
| 7D | +12.1% | -14.1% | +26.1% | +13.0% |
| 30D | +6.6% | -11.8% | +18.3% | +7.2% |
| 3M | -6.0% | +0.1% | -6.2% | -6.4% |
| 6M | +21.5% | +64.2% | -42.7% | +15.7% |
| YTD | +20.3% | +38.2% | -17.9% | +15.2% |
| 1Y | +28.1% | +85.4% | -57.2% | +18.2% |
| All | +51.6% | +219.8% | -168.2% | +16.2% |
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