+138.9%
FCX vs SAN
+381.9%
-243.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.6% |
| 7D | +5.7% | +3.3% | +2.4% | +3.6% |
| 30D | +10.1% | +1.1% | +9.0% | +9.3% |
| 3M | +20.2% | +22.2% | -2.0% | +7.0% |
| 6M | +29.7% | +36.0% | -6.3% | +9.1% |
| YTD | +51.9% | +28.2% | +23.7% | +30.2% |
| 1Y | +66.0% | +54.1% | +11.8% | +27.9% |
| 3Y | +102.7% | +354.2% | -251.5% | -16.1% |
| 5Y | +138.9% | +387.3% | -248.4% | -12.4% |
| All | +138.9% | +381.9% | -243.1% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling