+1,293.8%
FCX vs SBAC
+2,215.3%
-921.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.1% |
| 7D | -0.8% | -2.8% | +2.0% | -0.3% |
| 30D | -15.1% | +3.1% | -18.2% | -15.6% |
| 3M | -9.6% | +5.1% | -14.8% | -10.6% |
| 6M | -3.1% | -11.4% | +8.3% | -1.6% |
| YTD | +23.4% | +0.2% | +23.3% | +21.7% |
| 1Y | +52.7% | -3.9% | +56.6% | +51.6% |
| 3Y | +91.4% | -7.7% | +99.1% | +89.5% |
| 5Y | +62.7% | -39.7% | +102.5% | +72.7% |
| 10Y | +395.9% | +111.9% | +284.0% | +320.9% |
| All | +1,293.8% | +2,215.3% | -921.5% | +711.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling