+724.2%
FCX vs SAN
+329.5%
+394.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | +3.1% | -0.5% | +3.6% | +3.4% |
| 30D | +8.1% | -0.1% | +8.2% | +8.1% |
| 3M | +18.9% | +19.6% | -0.7% | +5.6% |
| 6M | +26.6% | +32.7% | -6.1% | +5.3% |
| YTD | +51.2% | +26.7% | +24.5% | +27.6% |
| 1Y | +75.6% | +51.6% | +23.9% | +31.3% |
| 3Y | +101.7% | +348.7% | -247.0% | -29.2% |
| 5Y | +134.6% | +378.7% | -244.1% | -25.7% |
| 10Y | +724.2% | +336.9% | +387.2% | +172.2% |
| All | +724.2% | +329.5% | +394.6% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling