+1,069.2%
FCX vs SCHW
+4,088.8%
-3,019.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +3.1% | -1.6% | +4.7% | +3.6% |
| 30D | +8.1% | -1.1% | +9.2% | +8.4% |
| 3M | +18.9% | +20.4% | -1.4% | +11.4% |
| 6M | +26.6% | +13.6% | +13.0% | +20.6% |
| YTD | +51.2% | +7.7% | +43.5% | +46.1% |
| 1Y | +75.6% | +15.2% | +60.4% | +66.1% |
| 3Y | +101.7% | +87.1% | +14.6% | +62.0% |
| 5Y | +134.6% | +57.5% | +77.2% | +94.8% |
| 10Y | +724.2% | +295.1% | +429.0% | +427.0% |
| All | +1,069.2% | +4,088.8% | -3,019.6% | +413.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling