+59.6%
FCX vs SE
-38.5%
+98.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -4.9% | -6.1% | +1.2% | -3.7% |
| 30D | +4.8% | -2.5% | +7.3% | +5.0% |
| 3M | +4.6% | +21.7% | -17.1% | -0.5% |
| 6M | +10.8% | +27.0% | -16.2% | +3.3% |
| YTD | +44.2% | -12.1% | +56.4% | +43.9% |
| 1Y | +59.6% | -40.9% | +100.5% | +61.8% |
| All | +59.6% | -38.5% | +98.1% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling