+75.6%
FCX vs SAP
-21.2%
+96.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | +3.1% | -0.3% | +3.4% | +3.1% |
| 30D | +8.1% | +0.3% | +7.8% | +8.2% |
| 3M | +18.9% | +16.9% | +2.0% | +21.6% |
| 6M | +26.6% | +6.3% | +20.3% | +29.5% |
| YTD | +51.2% | -12.4% | +63.6% | +57.6% |
| 1Y | +75.6% | -21.6% | +97.2% | +87.2% |
| All | +75.6% | -21.2% | +96.8% | +87.2% |
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