+23.6%
SWKS vs FROG
+70.9%
-47.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.1% | 0.0% |
| 7D | -3.1% | +17.0% | -20.2% | -3.9% |
| 30D | +8.3% | +1.3% | +7.0% | +7.8% |
| 3M | +20.2% | +17.5% | +2.8% | +19.2% |
| 6M | +24.9% | +46.8% | -21.8% | +22.6% |
| YTD | +33.2% | +65.8% | -32.6% | +27.7% |
| 1Y | +23.6% | +61.0% | -37.4% | +19.1% |
| All | +23.6% | +70.9% | -47.4% | +19.1% |
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