-53.0%
SWKS vs FROG
+129.7%
-182.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +4.2% |
| 7D | +12.5% | -11.3% | +23.8% | +15.0% |
| 30D | +10.5% | +3.6% | +6.8% | +9.3% |
| 3M | -7.4% | +1.7% | -9.1% | -8.6% |
| 6M | +32.7% | +123.5% | -90.9% | +9.8% |
| YTD | +19.2% | +40.2% | -21.1% | +6.8% |
| 1Y | +2.4% | +81.0% | -78.6% | -15.0% |
| 3Y | -25.6% | +194.8% | -220.4% | -49.7% |
| All | -53.0% | +129.7% | -182.7% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling