-27.2%
SWKS vs FROG
+53.7%
-80.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.8% | +0.2% | +5.0% |
| 7D | +5.7% | +26.8% | -21.1% | +0.4% |
| 30D | +17.3% | +10.6% | +6.7% | +13.8% |
| 3M | +28.3% | +27.2% | +1.1% | +20.3% |
| 6M | +26.1% | +58.7% | -32.6% | +12.2% |
| YTD | +41.1% | +75.3% | -34.2% | +19.8% |
| 1Y | +31.4% | +71.1% | -39.7% | +11.9% |
| 3Y | +7.3% | +319.6% | -312.3% | -31.0% |
| 5Y | -37.7% | +195.7% | -233.4% | -59.6% |
| All | -27.2% | +53.7% | -80.9% | -50.2% |
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 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