+0.8%
FCX vs SWKS
+18.8%
-18.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.4% | -7.1% |
| 7D | -12.5% | -9.2% | -3.3% | -10.9% |
| 30D | -20.0% | -1.9% | -18.1% | -19.7% |
| 3M | -16.4% | +21.2% | -37.6% | -21.4% |
| 6M | +0.8% | +12.9% | -12.1% | -2.3% |
| All | +0.8% | +18.8% | -18.0% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling