+1,015.5%
FCX vs SAN
+1,827.6%
-812.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | -4.9% | +1.8% | -6.6% | -5.8% |
| 30D | +4.8% | +2.0% | +2.8% | +3.7% |
| 3M | +4.6% | +19.7% | -15.1% | -4.9% |
| 6M | +10.8% | +30.6% | -19.8% | -3.6% |
| YTD | +44.2% | +28.8% | +15.4% | +24.8% |
| 1Y | +59.6% | +57.8% | +1.8% | +23.7% |
| 3Y | +82.2% | +338.1% | -255.9% | -20.2% |
| 5Y | +115.6% | +384.2% | -268.6% | -13.5% |
| 10Y | +670.6% | +353.1% | +317.4% | +215.1% |
| All | +1,015.5% | +1,827.6% | -812.2% | +267.4% |
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 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