+85.8%
FCX vs SBAC
-7.1%
+93.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | -2.4% | +3.6% | -6.0% | -2.6% |
| 30D | -18.0% | +4.9% | -22.9% | -18.3% |
| 3M | -14.3% | +6.5% | -20.7% | -14.8% |
| 6M | -1.7% | -11.1% | +9.4% | -0.8% |
| YTD | +19.8% | +0.9% | +18.9% | +18.9% |
| 1Y | +48.6% | -1.6% | +50.2% | +48.1% |
| 3Y | +85.8% | -7.0% | +92.8% | +90.0% |
| All | +85.8% | -7.1% | +93.0% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling