-2.3%
SW vs FROG
+129.7%
-132.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.6% |
| 7D | -5.1% | -11.3% | +6.2% | -3.9% |
| 30D | -4.6% | +3.6% | -8.2% | -5.2% |
| 3M | +9.4% | +1.7% | +7.7% | +8.5% |
| 6M | +3.5% | +123.5% | -120.0% | -7.7% |
| YTD | +22.0% | +40.2% | -18.2% | +14.5% |
| 1Y | +2.2% | +81.0% | -78.8% | -8.2% |
| 3Y | +19.6% | +194.8% | -175.2% | -5.0% |
| All | -2.3% | +129.7% | -132.0% | -19.8% |
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