-31.7%
SWKS vs FROG
+41.7%
-73.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +35.3% | -34.1% | -4.8% |
| 7D | -6.2% | +7.0% | -13.1% | -8.2% |
| 30D | -1.5% | +2.9% | -4.4% | -3.3% |
| 3M | +23.0% | +21.6% | +1.4% | +16.2% |
| 6M | +27.6% | +87.7% | -60.1% | +9.1% |
| YTD | +32.3% | +61.7% | -29.4% | +13.9% |
| 1Y | +20.1% | +113.7% | -93.5% | -4.2% |
| 3Y | +0.6% | +267.7% | -267.1% | -33.5% |
| 5Y | -42.3% | +158.8% | -201.1% | -61.7% |
| All | -31.7% | +41.7% | -73.4% | -52.7% |
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