+15.2%
FROG vs SWK
-14.1%
+29.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.6% | -11.0% | -12.9% |
| 7D | -24.5% | +11.3% | -35.8% | -26.9% |
| 30D | -24.3% | +28.1% | -52.3% | -29.6% |
| 3M | -11.7% | +12.6% | -24.3% | -15.0% |
| 6M | +37.1% | +51.7% | -14.6% | +20.4% |
| YTD | +19.5% | +60.0% | -40.5% | +1.8% |
| 1Y | +61.8% | +72.7% | -10.9% | +34.4% |
| 3Y | +178.1% | +46.3% | +131.8% | +132.5% |
| 5Y | +91.2% | -24.6% | +115.9% | +78.6% |
| All | +15.2% | -14.1% | +29.2% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling