+35.2%
FROG vs SWK
-28.0%
+63.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.6% |
| 7D | -11.3% | -0.4% | -10.8% | -11.2% |
| 30D | +3.6% | -5.7% | +9.4% | +5.5% |
| 3M | +1.7% | +24.1% | -22.4% | -4.9% |
| 6M | +123.5% | +24.7% | +98.8% | +107.6% |
| YTD | +40.2% | +33.9% | +6.3% | +26.3% |
| 1Y | +81.0% | +34.7% | +46.3% | +62.1% |
| 3Y | +194.8% | +15.3% | +179.5% | +165.5% |
| 5Y | +131.8% | -39.3% | +171.1% | +129.7% |
| All | +35.2% | -28.0% | +63.2% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling