+313.1%
FROG vs SWK
+53.8%
+259.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +5.9% |
| 7D | +26.8% | -2.3% | +29.1% | +27.6% |
| 30D | +10.6% | +30.4% | -19.8% | +4.1% |
| 3M | +27.2% | +12.1% | +15.0% | +23.9% |
| 6M | +58.7% | +49.1% | +9.6% | +44.1% |
| YTD | +75.3% | +60.4% | +14.9% | +54.1% |
| 1Y | +71.1% | +78.3% | -7.2% | +45.7% |
| All | +313.1% | +53.8% | +259.3% | +254.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling