+430.7%
FCX vs SWKS
+37.5%
+393.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.5% |
| 7D | -1.0% | -2.7% | +1.7% | +0.5% |
| 30D | -15.2% | +8.5% | -23.7% | -18.8% |
| 3M | -10.3% | +17.3% | -27.6% | -20.0% |
| 6M | +1.6% | +25.1% | -23.5% | -14.1% |
| YTD | +23.9% | +33.3% | -9.5% | -1.7% |
| 1Y | +58.0% | +22.9% | +35.1% | +31.2% |
| 3Y | +94.6% | +5.5% | +89.0% | +59.4% |
| 5Y | +70.4% | -41.9% | +112.3% | +94.9% |
| 10Y | +430.7% | +32.4% | +398.2% | +260.1% |
| All | +430.7% | +37.5% | +393.1% | +260.1% |
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