+85.8%
FCX vs SWKS
+4.2%
+81.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -2.4% | -3.1% | +0.8% | -1.3% |
| 30D | -18.0% | +8.3% | -26.3% | -20.1% |
| 3M | -14.3% | +20.2% | -34.5% | -21.0% |
| 6M | -1.7% | +24.9% | -26.7% | -11.3% |
| YTD | +19.8% | +33.2% | -13.3% | +3.8% |
| 1Y | +48.6% | +23.6% | +25.1% | +32.6% |
| 3Y | +85.8% | +1.3% | +84.6% | +46.6% |
| All | +85.8% | +4.2% | +81.6% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling