+69.5%
FCX vs SW
+755.0%
-685.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | +0.1% |
| 7D | -4.9% | -5.1% | +0.2% | -4.3% |
| 30D | +4.8% | -4.6% | +9.4% | +5.4% |
| 3M | +4.6% | +9.4% | -4.8% | +3.4% |
| 6M | +10.8% | +3.5% | +7.3% | +10.2% |
| YTD | +44.2% | +22.0% | +22.2% | +40.6% |
| 1Y | +59.6% | +2.2% | +57.4% | +58.3% |
| 3Y | +82.2% | +19.6% | +62.7% | +77.5% |
| 5Y | +115.6% | -2.3% | +118.0% | +108.6% |
| 10Y | +670.6% | +181.4% | +489.2% | +590.2% |
| All | +69.5% | +755.0% | -685.5% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling