+114.3%
FCX vs SWK
-38.7%
+153.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -4.9% | -0.4% | -4.4% | -4.6% |
| 30D | +4.8% | -5.7% | +10.5% | +7.7% |
| 3M | +4.6% | +24.1% | -19.5% | -5.8% |
| 6M | +10.8% | +24.7% | -13.9% | -0.7% |
| YTD | +44.2% | +33.9% | +10.3% | +23.9% |
| 1Y | +59.6% | +34.7% | +24.9% | +36.0% |
| 3Y | +82.2% | +15.3% | +67.0% | +60.7% |
| All | +114.3% | -38.7% | +153.0% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling