-31.3%
SWKS vs FROG
+45.3%
-76.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.1% | +0.6% |
| 7D | -3.1% | +17.0% | -20.2% | -6.7% |
| 30D | +8.3% | +1.3% | +7.0% | +6.7% |
| 3M | +20.2% | +17.5% | +2.8% | +14.3% |
| 6M | +24.9% | +46.8% | -21.8% | +12.7% |
| YTD | +33.2% | +65.8% | -32.6% | +14.1% |
| 1Y | +23.6% | +61.0% | -37.4% | +6.4% |
| 3Y | +1.3% | +296.7% | -295.5% | -34.2% |
| 5Y | -40.6% | +177.8% | -218.4% | -61.1% |
| All | -31.3% | +45.3% | -76.6% | -52.6% |
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 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