+74.3%
FCX vs SAN
+235.5%
-161.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +4.0% |
| 7D | -4.9% | +4.9% | -9.8% | -7.8% |
| 30D | -17.1% | -13.0% | -4.1% | -10.1% |
| 3M | -12.7% | -18.9% | +6.2% | -1.3% |
| 6M | -2.0% | -4.1% | +2.2% | 0.0% |
| YTD | +18.1% | +2.6% | +15.5% | +13.8% |
| 1Y | +55.2% | +16.9% | +38.2% | +37.9% |
| 3Y | +74.3% | +239.1% | -164.7% | -18.4% |
| All | +74.3% | +235.5% | -161.2% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling