+61.8%
FROG vs SWK
+82.9%
-21.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.6% | -11.0% | -13.5% |
| 7D | -24.5% | +11.3% | -35.8% | -24.6% |
| 30D | -24.3% | +28.1% | -52.3% | -25.3% |
| 3M | -11.7% | +12.6% | -24.3% | -11.8% |
| 6M | +37.1% | +51.7% | -14.6% | +34.4% |
| YTD | +19.5% | +60.0% | -40.5% | +12.9% |
| 1Y | +61.8% | +72.7% | -10.9% | +49.8% |
| All | +61.8% | +82.9% | -21.2% | +49.8% |
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