+485.6%
FCX vs SWK
+29.6%
+456.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.9% |
| 7D | -4.9% | +11.0% | -15.9% | -11.5% |
| 30D | -17.1% | +30.1% | -47.2% | -30.6% |
| 3M | -12.7% | +14.7% | -27.3% | -20.9% |
| 6M | -2.0% | +44.5% | -46.5% | -24.0% |
| YTD | +18.1% | +59.4% | -41.3% | -15.5% |
| 1Y | +55.2% | +77.5% | -22.4% | +3.2% |
| 3Y | +74.3% | +49.5% | +24.9% | +21.4% |
| 5Y | +71.9% | -24.9% | +96.8% | +86.2% |
| All | +485.6% | +29.6% | +456.1% | +285.7% |
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