+430.7%
FCX vs SAP
+228.4%
+202.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.0% |
| 7D | -1.0% | +1.6% | -2.6% | -2.1% |
| 30D | -15.2% | +10.5% | -25.8% | -20.1% |
| 3M | -10.3% | +15.2% | -25.4% | -17.7% |
| 6M | +1.6% | +36.7% | -35.1% | -17.9% |
| YTD | +23.9% | -0.6% | +24.4% | +18.5% |
| 1Y | +58.0% | -4.1% | +62.2% | +55.0% |
| 3Y | +94.6% | +73.2% | +21.3% | +22.8% |
| 5Y | +70.4% | +74.1% | -3.7% | +3.9% |
| 10Y | +430.7% | +222.9% | +207.7% | +151.9% |
| All | +430.7% | +228.4% | +202.3% | +151.9% |
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