+52.7%
FCX vs SWKS
+30.3%
+22.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.0% | -3.0% | +1.8% |
| 7D | -0.8% | +5.7% | -6.5% | -1.9% |
| 30D | -15.1% | +17.3% | -32.4% | -17.7% |
| 3M | -9.6% | +28.3% | -37.9% | -15.6% |
| 6M | -3.1% | +26.1% | -29.1% | -8.6% |
| YTD | +23.4% | +41.1% | -17.6% | +13.7% |
| 1Y | +52.7% | +31.4% | +21.2% | +47.0% |
| All | +52.7% | +30.3% | +22.4% | +47.0% |
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