+20.1%
SWKS vs FROG
+118.5%
-98.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +35.3% | -34.1% | +0.3% |
| 7D | -6.2% | +7.0% | -13.1% | -6.5% |
| 30D | -1.5% | +2.9% | -4.4% | -1.9% |
| 3M | +23.0% | +21.6% | +1.4% | +22.1% |
| 6M | +27.6% | +87.7% | -60.1% | +26.1% |
| YTD | +32.3% | +61.7% | -29.4% | +29.0% |
| 1Y | +20.1% | +113.7% | -93.5% | +17.1% |
| All | +20.1% | +118.5% | -98.4% | +17.1% |
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