+61.5%
FCX vs SAN
+267.8%
-206.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +3.9% |
| 7D | -4.9% | +4.9% | -9.8% | -7.7% |
| 30D | -17.1% | -13.0% | -4.1% | -10.4% |
| 3M | -12.7% | -18.9% | +6.2% | -1.9% |
| 6M | -2.0% | -4.1% | +2.2% | 0.0% |
| YTD | +18.1% | +2.6% | +15.5% | +14.6% |
| 1Y | +55.2% | +16.9% | +38.2% | +39.6% |
| 3Y | +74.3% | +239.1% | -164.7% | -15.0% |
| All | +61.5% | +267.8% | -206.3% | -27.9% |
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