+67.5%
FCX vs SWK
-25.4%
+92.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.6% | -4.9% | -6.3% |
| 7D | -12.5% | +11.3% | -23.7% | -16.9% |
| 30D | -20.0% | +28.1% | -48.1% | -29.2% |
| 3M | -16.4% | +12.6% | -29.0% | -21.4% |
| 6M | +0.8% | +51.7% | -50.9% | -17.9% |
| YTD | +15.1% | +60.0% | -44.9% | -9.6% |
| 1Y | +45.3% | +72.7% | -27.3% | +9.9% |
| 3Y | +70.9% | +46.3% | +24.6% | +34.4% |
| 5Y | +67.5% | -24.6% | +92.1% | +70.0% |
| All | +67.5% | -25.4% | +92.9% | +70.0% |
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