+1,015.5%
FCX vs SWKS
+1,498.6%
-483.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.4% |
| 7D | -4.9% | +12.5% | -17.4% | -7.0% |
| 30D | +4.8% | +10.5% | -5.7% | +2.7% |
| 3M | +4.6% | -7.4% | +12.0% | +6.0% |
| 6M | +10.8% | +32.7% | -21.8% | +4.2% |
| YTD | +44.2% | +19.2% | +25.1% | +38.0% |
| 1Y | +59.6% | +2.4% | +57.2% | +56.9% |
| 3Y | +82.2% | -25.6% | +107.9% | +87.2% |
| 5Y | +115.6% | -53.4% | +169.0% | +139.8% |
| 10Y | +670.6% | +23.2% | +647.4% | +639.7% |
| All | +1,015.5% | +1,498.6% | -483.1% | +637.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling