-38.5%
SWKS vs FROG
+22.9%
-61.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +4.1% |
| 7D | +12.5% | -11.3% | +23.8% | +14.9% |
| 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% | +10.6% |
| YTD | +19.2% | +40.2% | -21.1% | +7.1% |
| 1Y | +2.4% | +81.0% | -78.6% | -14.3% |
| 3Y | -25.6% | +194.8% | -220.4% | -47.9% |
| 5Y | -53.4% | +131.8% | -185.2% | -68.0% |
| All | -38.5% | +22.9% | -61.4% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling