-32.5%
SWKS vs FROG
+4.7%
-37.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.6% | +11.5% | +0.4% |
| 7D | -9.2% | -24.5% | +15.3% | -4.7% |
| 30D | -1.9% | -24.3% | +22.3% | +2.5% |
| 3M | +21.2% | -11.7% | +32.9% | +22.2% |
| 6M | +12.9% | +37.1% | -24.3% | +2.9% |
| YTD | +30.7% | +19.5% | +11.3% | +19.7% |
| 1Y | +14.1% | +61.8% | -47.7% | -3.8% |
| 3Y | -1.7% | +178.1% | -179.8% | -31.3% |
| 5Y | -43.0% | +91.2% | -134.2% | -59.8% |
| All | -32.5% | +4.7% | -37.2% | -50.3% |
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