+47.5%
FCX vs SAN
+12.6%
+34.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.4% |
| 7D | -0.3% | +4.0% | -4.3% | -2.6% |
| 30D | -14.7% | -7.8% | -6.9% | -10.7% |
| 3M | -11.2% | -16.4% | +5.2% | -1.4% |
| 6M | -11.4% | +3.5% | -14.9% | -13.4% |
| YTD | +17.7% | +6.7% | +11.0% | +8.1% |
| 1Y | +47.5% | +14.5% | +33.0% | +29.4% |
| All | +47.5% | +12.6% | +34.9% | +29.4% |
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