+72.2%
FCX vs SWKS
-41.6%
+113.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -2.4% | -3.1% | +0.8% | -1.0% |
| 30D | -18.0% | +8.3% | -26.3% | -20.7% |
| 3M | -14.3% | +20.2% | -34.5% | -22.5% |
| 6M | -1.7% | +24.9% | -26.7% | -13.7% |
| YTD | +19.8% | +33.2% | -13.3% | -0.1% |
| 1Y | +48.6% | +23.6% | +25.1% | +28.4% |
| 3Y | +85.8% | +1.3% | +84.6% | +59.9% |
| 5Y | +72.2% | -40.6% | +112.8% | +79.6% |
| All | +72.2% | -41.6% | +113.9% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling