+75.6%
FCX vs SAN
+53.7%
+21.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.1% |
| 6M | +26.6% | +32.7% | -6.1% | +6.9% |
| YTD | +51.2% | +26.7% | +24.5% | +24.1% |
| 1Y | +75.6% | +51.6% | +23.9% | +25.2% |
| All | +75.6% | +53.7% | +21.9% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling