+789.9%
FCX vs SWKS
+1,653.9%
-863.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.4% | -7.1% |
| 7D | -12.5% | -9.2% | -3.3% | -10.8% |
| 30D | -20.0% | -1.9% | -18.1% | -19.8% |
| 3M | -16.4% | +21.2% | -37.6% | -20.1% |
| 6M | +0.8% | +12.9% | -12.1% | -2.8% |
| YTD | +15.1% | +30.7% | -15.7% | +7.4% |
| 1Y | +45.3% | +14.1% | +31.2% | +39.1% |
| 3Y | +70.9% | -1.7% | +72.6% | +65.6% |
| 5Y | +67.5% | -43.0% | +110.5% | +78.4% |
| 10Y | +483.0% | +34.3% | +448.7% | +446.9% |
| All | +789.9% | +1,653.9% | -863.9% | +474.2% |
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