+53.6%
FCX vs SAP
-4.0%
+57.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +5.0% |
| 7D | -1.0% | +1.6% | -2.6% | -0.9% |
| 30D | -15.2% | +10.5% | -25.8% | -14.7% |
| 3M | -10.3% | +15.2% | -25.4% | -9.4% |
| 6M | +1.6% | +36.7% | -35.1% | +5.2% |
| YTD | +23.9% | -0.6% | +24.4% | +31.5% |
| All | +53.6% | -4.0% | +57.6% | +70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling