+74.3%
FCX vs SWKS
-0.7%
+75.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.2% |
| 7D | -4.9% | -6.2% | +1.3% | -2.9% |
| 30D | -17.1% | -1.5% | -15.6% | -16.9% |
| 3M | -12.7% | +23.0% | -35.6% | -20.2% |
| 6M | -2.0% | +27.6% | -29.6% | -12.3% |
| YTD | +18.1% | +32.3% | -14.2% | +2.4% |
| 1Y | +55.2% | +20.1% | +35.0% | +39.9% |
| 3Y | +74.3% | +0.6% | +73.7% | +38.1% |
| All | +74.3% | -0.7% | +75.0% | +38.1% |
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 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