+68.2%
FROG vs SWK
+79.5%
-11.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.8% | +4.3% | +7.0% |
| 7D | +27.1% | +10.7% | +16.4% | +27.1% |
| 30D | +5.8% | +33.3% | -27.5% | +4.4% |
| 3M | +20.8% | +14.7% | +6.2% | +20.9% |
| 6M | +53.3% | +48.5% | +4.8% | +51.6% |
| YTD | +73.2% | +63.9% | +9.3% | +63.9% |
| All | +68.2% | +79.5% | -11.3% | +56.1% |
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