+74.3%
FCX vs SE
+64.9%
+9.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -4.9% | +2.0% | -6.9% | -5.3% |
| 30D | -17.1% | -20.0% | +2.9% | -12.6% |
| 3M | -12.7% | -31.8% | +19.1% | -4.8% |
| 6M | -2.0% | -15.9% | +13.9% | +0.5% |
| YTD | +18.1% | -40.6% | +58.7% | +30.9% |
| 1Y | +55.2% | -50.7% | +105.9% | +79.7% |
| 3Y | +74.3% | +70.3% | +4.0% | +69.4% |
| All | +74.3% | +64.9% | +9.4% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling