+85.3%
FCX vs SWKS
-25.5%
+110.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -1.1% |
| 7D | -4.9% | +12.5% | -17.4% | -9.0% |
| 30D | +4.8% | +10.5% | -5.7% | +0.8% |
| 3M | +4.6% | -7.4% | +12.0% | +7.0% |
| 6M | +10.8% | +32.7% | -21.8% | -2.4% |
| YTD | +44.2% | +19.2% | +25.1% | +31.4% |
| 1Y | +59.6% | +2.4% | +57.2% | +54.0% |
| All | +85.3% | -25.5% | +110.8% | +74.5% |
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