+85.4%
FROG vs SWK
+87.6%
-2.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +13.1% | -15.5% | -2.6% |
| 7D | -14.1% | +17.9% | -32.0% | -14.5% |
| 30D | -11.8% | +31.9% | -43.7% | -13.0% |
| 3M | +0.1% | +16.6% | -16.4% | -0.1% |
| 6M | +64.2% | +61.1% | +3.1% | +60.5% |
| YTD | +38.2% | +64.2% | -26.0% | +31.6% |
| 1Y | +85.4% | +85.2% | +0.2% | +73.1% |
| All | +85.4% | +87.6% | -2.2% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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