+998.7%
FCX vs SAP
+2,233.8%
-1,235.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -4.9% | -2.9% | -2.0% | -4.0% |
| 30D | +4.8% | +9.0% | -4.2% | +1.7% |
| 3M | +4.6% | +14.9% | -10.3% | -1.5% |
| 6M | +10.8% | +11.9% | -1.1% | +4.5% |
| YTD | +44.2% | -9.9% | +54.1% | +44.8% |
| 1Y | +59.6% | -19.5% | +79.1% | +66.4% |
| 3Y | +82.2% | +61.8% | +20.4% | +48.5% |
| 5Y | +115.6% | +56.2% | +59.5% | +77.0% |
| 10Y | +670.6% | +180.6% | +489.9% | +431.3% |
| All | +998.7% | +2,233.8% | -1,235.1% | +481.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling