+55.2%
FCX vs SW
+26.7%
+28.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.6% | +3.0% |
| 7D | -4.9% | +2.3% | -7.2% | -5.6% |
| 30D | -17.1% | +6.8% | -23.9% | -19.2% |
| 3M | -12.7% | -5.2% | -7.5% | -11.3% |
| 6M | -2.0% | +7.4% | -9.4% | -6.3% |
| YTD | +18.1% | +17.4% | +0.7% | +8.2% |
| 1Y | +55.2% | +27.1% | +28.1% | +36.5% |
| All | +55.2% | +26.7% | +28.5% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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