+612.2%
FCX vs SCCO
+1,104.1%
-491.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | -2.3% | -2.7% | +0.4% | +0.4% |
| 30D | +2.7% | -0.7% | +3.4% | +3.2% |
| 3M | +7.4% | +8.1% | -0.7% | -1.3% |
| 6M | +16.0% | +4.1% | +11.9% | +9.4% |
| YTD | +40.9% | +41.1% | -0.2% | -5.5% |
| 1Y | +56.4% | +95.6% | -39.1% | -28.5% |
| 3Y | +84.2% | +179.3% | -95.0% | -44.5% |
| 5Y | +114.6% | +308.3% | -193.7% | -57.9% |
| All | +612.2% | +1,104.1% | -491.9% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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