+75.6%
FCX vs SBAC
+0.1%
+75.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.6% |
| 7D | +3.1% | +0.2% | +2.9% | +3.1% |
| 30D | +8.1% | +3.9% | +4.3% | +8.3% |
| 3M | +18.9% | -8.2% | +27.1% | +18.9% |
| 6M | +26.6% | -2.8% | +29.4% | +27.5% |
| YTD | +51.2% | -1.5% | +52.7% | +51.4% |
| 1Y | +75.6% | 0.0% | +75.5% | +76.8% |
| All | +75.6% | +0.1% | +75.5% | +76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling