+53.6%
FCX vs S
+38.4%
+15.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.0% | -3.1% | +4.8% |
| 7D | -1.0% | +1.6% | -2.6% | -1.1% |
| 30D | -15.2% | -10.5% | -4.8% | -15.7% |
| 3M | -10.3% | +9.9% | -20.2% | -9.4% |
| 6M | +1.6% | +41.8% | -40.2% | +3.6% |
| YTD | +23.9% | +56.8% | -32.9% | +27.8% |
| All | +53.6% | +38.4% | +15.3% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling