+395.9%
FCX vs SWK
+21.9%
+374.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.4% |
| 7D | -0.8% | -2.3% | +1.5% | +0.8% |
| 30D | -15.1% | +30.4% | -45.5% | -28.9% |
| 3M | -9.6% | +12.1% | -21.7% | -16.9% |
| 6M | -3.1% | +49.1% | -52.1% | -26.1% |
| YTD | +23.4% | +60.4% | -37.0% | -11.8% |
| 1Y | +52.7% | +78.3% | -25.7% | +1.4% |
| 3Y | +91.4% | +53.3% | +38.1% | +31.3% |
| 5Y | +62.7% | -27.0% | +89.7% | +80.5% |
| 10Y | +395.9% | +20.8% | +375.0% | +247.6% |
| All | +395.9% | +21.9% | +374.0% | +247.6% |
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