+373.5%
FCX vs SWK
+18.1%
+355.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.3% | -1.4% | +1.1% | +0.6% |
| 30D | -14.7% | +25.5% | -40.2% | -26.8% |
| 3M | -11.2% | +11.8% | -23.0% | -18.1% |
| 6M | -11.4% | +48.7% | -60.1% | -32.4% |
| YTD | +17.7% | +57.2% | -39.5% | -14.9% |
| 1Y | +47.5% | +75.3% | -27.8% | -1.0% |
| 3Y | +83.9% | +51.9% | +31.9% | +26.7% |
| 5Y | +54.0% | -30.7% | +84.7% | +77.8% |
| All | +373.5% | +18.1% | +355.4% | +230.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling