+55.2%
FCX vs SWKS
+15.3%
+39.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.4% |
| 7D | -4.9% | -6.2% | +1.3% | -3.7% |
| 30D | -17.1% | -1.5% | -15.6% | -16.9% |
| 3M | -12.7% | +23.0% | -35.6% | -17.8% |
| 6M | -2.0% | +27.6% | -29.6% | -7.3% |
| YTD | +18.1% | +32.3% | -14.2% | +10.7% |
| 1Y | +55.2% | +20.1% | +35.0% | +53.7% |
| All | +55.2% | +15.3% | +39.8% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling