+386.3%
FCX vs SAN
+255.1%
+131.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.8% |
| 7D | -2.4% | +10.8% | -13.1% | -8.9% |
| 30D | -18.0% | -5.7% | -12.2% | -15.1% |
| 3M | -14.3% | -13.4% | -0.8% | -6.4% |
| 6M | -1.7% | +3.5% | -5.3% | -4.7% |
| YTD | +19.8% | +9.7% | +10.1% | +10.5% |
| 1Y | +48.6% | +20.9% | +27.8% | +28.4% |
| 3Y | +85.8% | +254.3% | -168.5% | -23.7% |
| 5Y | +72.2% | +304.2% | -232.0% | -38.8% |
| 10Y | +386.3% | +260.2% | +126.1% | +102.5% |
| All | +386.3% | +255.1% | +131.2% | +102.5% |
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