+66.0%
FCX vs SE
-41.4%
+107.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.2% | +5.1% |
| 7D | +5.7% | +0.6% | +5.1% | +5.6% |
| 30D | +10.1% | -0.1% | +10.1% | +9.7% |
| 3M | +20.2% | +34.1% | -14.0% | +11.4% |
| 6M | +29.7% | +23.2% | +6.5% | +21.2% |
| YTD | +51.9% | -11.2% | +63.1% | +51.3% |
| 1Y | +66.0% | -40.5% | +106.5% | +68.0% |
| All | +66.0% | -41.4% | +107.3% | +68.0% |
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