+383.2%
FCX vs SWK
+17.8%
+365.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -1.3% |
| 7D | +4.4% | -2.0% | +6.4% | +5.8% |
| 30D | -16.3% | +24.6% | -40.9% | -27.9% |
| 3M | -12.5% | +10.8% | -23.3% | -18.9% |
| 6M | -8.0% | +46.1% | -54.1% | -29.0% |
| YTD | +20.1% | +56.8% | -36.7% | -13.0% |
| 1Y | +45.9% | +72.7% | -26.8% | -1.1% |
| 3Y | +86.2% | +49.9% | +36.4% | +29.6% |
| 5Y | +57.1% | -30.9% | +88.0% | +81.7% |
| All | +383.2% | +17.8% | +365.4% | +237.6% |
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