+470.7%
FCX vs SE
+569.0%
-98.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.4% |
| 7D | +3.1% | -3.6% | +6.7% | +3.9% |
| 30D | +8.1% | -5.3% | +13.4% | +9.0% |
| 3M | +18.9% | +28.1% | -9.2% | +11.8% |
| 6M | +26.6% | +20.7% | +6.0% | +20.3% |
| YTD | +51.2% | -14.8% | +65.9% | +53.8% |
| 1Y | +75.6% | -43.6% | +119.1% | +94.2% |
| 3Y | +101.7% | +184.2% | -82.5% | +53.9% |
| 5Y | +134.6% | -66.3% | +200.9% | +159.4% |
| All | +470.7% | +569.0% | -98.2% | +207.2% |
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