+83.9%
FCX vs SWKS
+11.3%
+72.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.3% | +9.4% | -9.7% | -3.2% |
| 30D | -14.7% | +17.0% | -31.7% | -19.0% |
| 3M | -11.2% | +28.9% | -40.1% | -19.9% |
| 6M | -11.4% | +33.1% | -44.5% | -21.6% |
| YTD | +17.7% | +44.8% | -27.1% | -0.9% |
| 1Y | +47.5% | +36.2% | +11.3% | +27.3% |
| 3Y | +83.9% | +11.5% | +72.4% | +37.3% |
| All | +83.9% | +11.3% | +72.6% | +37.3% |
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