+612.2%
FCX vs SCHG
+459.0%
+153.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.2% |
| 7D | -2.3% | -1.0% | -1.2% | -1.1% |
| 30D | +2.7% | -1.3% | +3.9% | +4.1% |
| 3M | +7.4% | +5.4% | +1.9% | +0.8% |
| 6M | +16.0% | +14.4% | +1.6% | +0.2% |
| YTD | +40.9% | +8.0% | +32.9% | +30.0% |
| 1Y | +56.4% | +12.7% | +43.7% | +37.9% |
| 3Y | +84.2% | +85.6% | -1.4% | -9.7% |
| 5Y | +114.6% | +85.5% | +29.1% | +3.4% |
| All | +612.2% | +459.0% | +153.2% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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