+138.9%
FCX vs SBAC
-43.9%
+182.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.4% |
| 7D | +5.7% | -0.1% | +5.8% | +5.7% |
| 30D | +10.1% | +3.2% | +6.8% | +9.2% |
| 3M | +20.2% | -5.1% | +25.2% | +21.1% |
| 6M | +29.7% | -2.1% | +31.8% | +28.7% |
| YTD | +51.9% | -0.5% | +52.4% | +49.6% |
| 1Y | +66.0% | +1.1% | +64.8% | +62.6% |
| 3Y | +102.7% | -7.4% | +110.2% | +98.7% |
| 5Y | +138.9% | -44.3% | +183.2% | +158.6% |
| All | +138.9% | -43.9% | +182.8% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling