+701.1%
FCX vs SAP
+173.6%
+527.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +6.3% |
| 7D | +5.7% | -0.3% | +6.0% | +5.7% |
| 30D | +10.1% | +2.6% | +7.5% | +8.1% |
| 3M | +20.2% | +16.3% | +3.9% | +8.2% |
| 6M | +29.7% | +6.4% | +23.3% | +21.5% |
| YTD | +51.9% | -11.4% | +63.4% | +55.8% |
| 1Y | +66.0% | -20.4% | +86.4% | +81.9% |
| 3Y | +102.7% | +56.5% | +46.2% | +35.2% |
| 5Y | +138.9% | +56.8% | +82.1% | +54.3% |
| 10Y | +701.1% | +176.2% | +524.9% | +265.3% |
| All | +701.1% | +173.6% | +527.4% | +265.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling