+661.8%
FCX vs SWKS
+25.6%
+636.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -1.7% |
| 7D | -4.9% | +12.5% | -17.4% | -10.8% |
| 30D | +4.8% | +10.5% | -5.7% | -1.1% |
| 3M | +4.6% | -7.4% | +12.0% | +8.1% |
| 6M | +10.8% | +32.7% | -21.8% | -8.5% |
| YTD | +44.2% | +19.2% | +25.1% | +24.8% |
| 1Y | +59.6% | +2.4% | +57.2% | +49.2% |
| 3Y | +82.2% | -25.6% | +107.9% | +88.5% |
| 5Y | +115.6% | -53.4% | +169.0% | +187.1% |
| All | +661.8% | +25.6% | +636.2% | +450.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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