+344.5%
FCX vs SE
+363.8%
-19.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -14.7% | -20.9% | +6.2% | -10.4% |
| 3M | -11.2% | -38.9% | +27.7% | -1.4% |
| 6M | -11.4% | -19.4% | +8.0% | -8.1% |
| YTD | +17.7% | -40.9% | +58.6% | +29.5% |
| 1Y | +47.5% | -46.2% | +93.7% | +65.1% |
| 3Y | +83.9% | +63.7% | +20.2% | +58.4% |
| 5Y | +54.0% | -77.9% | +131.9% | +87.1% |
| All | +344.5% | +363.8% | -19.3% | +158.6% |
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