+2.4%
SWKS vs FROG
+83.7%
-81.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +3.7% |
| 7D | +12.5% | -11.3% | +23.8% | +13.1% |
| 30D | +10.5% | +3.6% | +6.8% | +10.3% |
| 3M | -7.4% | +1.7% | -9.1% | -7.7% |
| 6M | +32.7% | +123.5% | -90.9% | +29.9% |
| YTD | +19.2% | +40.2% | -21.1% | +16.5% |
| 1Y | +2.4% | +81.0% | -78.6% | -1.3% |
| All | +2.4% | +83.7% | -81.3% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling