+352.5%
FCX vs SE
+372.6%
-20.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.8% | -2.9% |
| 7D | -2.4% | 0.0% | -2.4% | -2.3% |
| 30D | -18.0% | -19.4% | +1.4% | -14.1% |
| 3M | -14.3% | -33.1% | +18.8% | -7.0% |
| 6M | -1.7% | -11.4% | +9.7% | -0.3% |
| YTD | +19.8% | -39.8% | +59.6% | +31.3% |
| 1Y | +48.6% | -50.5% | +99.1% | +69.4% |
| 3Y | +85.8% | +68.9% | +17.0% | +59.0% |
| 5Y | +72.2% | -77.1% | +149.3% | +107.6% |
| All | +352.5% | +372.6% | -20.1% | +162.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling