+612.2%
FCX vs SCHW
+301.0%
+311.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.3% | -1.9% | -0.4% | -1.3% |
| 30D | +2.7% | -1.6% | +4.3% | +3.4% |
| 3M | +7.4% | +21.3% | -13.9% | -5.2% |
| 6M | +16.0% | +16.5% | -0.5% | +4.2% |
| YTD | +40.9% | +8.4% | +32.5% | +31.3% |
| 1Y | +56.4% | +15.6% | +40.8% | +40.3% |
| 3Y | +84.2% | +86.8% | -2.6% | +19.5% |
| 5Y | +114.6% | +60.5% | +54.1% | +41.5% |
| All | +612.2% | +301.0% | +311.2% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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