+113.7%
FROG vs SWK
+71.2%
+42.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.4% | +35.7% | +35.3% |
| 7D | +7.0% | +11.0% | -4.0% | +6.7% |
| 30D | +2.9% | +30.1% | -27.2% | +1.1% |
| 3M | +21.6% | +14.7% | +6.9% | +21.2% |
| 6M | +87.7% | +44.5% | +43.2% | +84.4% |
| YTD | +61.7% | +59.4% | +2.3% | +51.6% |
| 1Y | +113.7% | +77.5% | +36.1% | +92.8% |
| All | +113.7% | +71.2% | +42.5% | +92.8% |
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