+60.3%
FCX vs SARO
-7.8%
+68.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.6% |
| 7D | -6.0% | +15.8% | -21.8% | -11.2% |
| 30D | -13.6% | +22.2% | -35.8% | -20.2% |
| 3M | -6.8% | -16.2% | +9.4% | +1.3% |
| 6M | +13.2% | +4.6% | +8.6% | +7.6% |
| YTD | +24.4% | -10.4% | +34.8% | +26.3% |
| 1Y | +60.3% | -6.5% | +66.8% | +59.2% |
| All | +60.3% | -7.8% | +68.1% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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