+724.2%
FCX vs SBAC
+78.4%
+645.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | +8.1% | +3.9% | +4.3% | +6.9% |
| 3M | +18.9% | -8.2% | +27.1% | +21.2% |
| 6M | +26.6% | -2.8% | +29.4% | +25.3% |
| YTD | +51.2% | -1.5% | +52.7% | +48.5% |
| 1Y | +75.6% | 0.0% | +75.5% | +71.5% |
| 3Y | +101.7% | -8.4% | +110.1% | +97.5% |
| 5Y | +134.6% | -43.5% | +178.2% | +169.4% |
| 10Y | +724.2% | +86.9% | +637.2% | +749.3% |
| All | +724.2% | +78.4% | +645.8% | +749.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling