+923.6%
FCX vs SCCO
+35,670.2%
-34,746.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.9% | +0.4% | +1.5% |
| 7D | +5.7% | +3.4% | +2.3% | +3.0% |
| 30D | +10.1% | +6.6% | +3.4% | +4.8% |
| 3M | +20.2% | +24.5% | -4.3% | +1.2% |
| 6M | +29.7% | +16.5% | +13.2% | +15.0% |
| YTD | +51.9% | +52.1% | -0.2% | +8.1% |
| 1Y | +66.0% | +114.2% | -48.2% | -11.8% |
| 3Y | +102.7% | +207.4% | -104.7% | -17.7% |
| 5Y | +138.9% | +353.7% | -214.9% | -25.5% |
| 10Y | +701.1% | +1,144.5% | -443.5% | +34.5% |
| All | +923.6% | +35,670.2% | -34,746.6% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling