+155.9%
FCX vs SCHG
+1,127.0%
-971.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.4% |
| 7D | +3.1% | -0.9% | +4.0% | +4.2% |
| 30D | +8.1% | -2.3% | +10.4% | +11.3% |
| 3M | +18.9% | +4.5% | +14.4% | +12.1% |
| 6M | +26.6% | +13.6% | +13.0% | +8.1% |
| YTD | +51.2% | +7.6% | +43.6% | +38.5% |
| 1Y | +75.6% | +13.0% | +62.5% | +51.3% |
| 3Y | +101.7% | +87.0% | +14.7% | -12.7% |
| 5Y | +134.6% | +82.9% | +51.8% | +0.6% |
| 10Y | +724.2% | +453.6% | +270.5% | -40.2% |
| All | +155.9% | +1,127.0% | -971.1% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling