+653.3%
FCX vs SWK
+2.4%
+650.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -4.9% | -0.4% | -4.4% | -4.6% |
| 30D | +4.8% | -5.7% | +10.5% | +8.8% |
| 3M | +4.6% | +24.1% | -19.5% | -9.5% |
| 6M | +10.8% | +24.7% | -13.9% | -4.9% |
| YTD | +44.2% | +33.9% | +10.3% | +16.6% |
| 1Y | +59.6% | +34.7% | +24.9% | +27.3% |
| 3Y | +82.2% | +15.3% | +67.0% | +51.6% |
| 5Y | +115.6% | -39.3% | +154.9% | +171.1% |
| All | +653.3% | +2.4% | +650.9% | +476.1% |
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