+43.4%
FCX vs SARO
-22.5%
+65.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.0% |
| 7D | -2.3% | -3.1% | +0.8% | -0.8% |
| 30D | +2.7% | -12.2% | +14.9% | +9.0% |
| 3M | +7.4% | -7.4% | +14.8% | +10.5% |
| 6M | +16.0% | -15.3% | +31.3% | +23.5% |
| YTD | +40.9% | -16.2% | +57.1% | +50.2% |
| 1Y | +56.4% | -12.1% | +68.5% | +62.1% |
| All | +43.4% | -22.5% | +65.9% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling