+813.3%
FCX vs SAN
+1,434.6%
-621.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +3.9% |
| 7D | -4.9% | +4.9% | -9.8% | -7.5% |
| 30D | -17.1% | -13.0% | -4.1% | -10.9% |
| 3M | -12.7% | -18.9% | +6.2% | -2.6% |
| 6M | -2.0% | -4.1% | +2.2% | -0.1% |
| YTD | +18.1% | +2.6% | +15.5% | +15.1% |
| 1Y | +55.2% | +16.9% | +38.2% | +40.8% |
| 3Y | +74.3% | +239.1% | -164.7% | -12.5% |
| 5Y | +71.9% | +266.8% | -194.9% | -20.1% |
| 10Y | +498.4% | +246.0% | +252.3% | +181.2% |
| All | +813.3% | +1,434.6% | -621.3% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling