-0.1%
SW vs FROG
+146.7%
-146.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +4.3% |
| 7D | +12.1% | -14.1% | +26.1% | +13.6% |
| 30D | +6.6% | -11.8% | +18.3% | +7.6% |
| 3M | -6.0% | +0.1% | -6.2% | -6.7% |
| 6M | +21.5% | +64.2% | -42.7% | +12.7% |
| YTD | +20.3% | +38.2% | -17.9% | +12.6% |
| 1Y | +28.1% | +85.4% | -57.2% | +14.1% |
| 3Y | +51.6% | +221.8% | -170.2% | +18.3% |
| 5Y | -0.1% | +143.6% | -143.7% | -19.6% |
| All | -0.1% | +146.7% | -146.8% | -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 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