+138.9%
FCX vs SE
-67.4%
+206.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.8% |
| 6M | +29.7% | +23.2% | +6.5% | +23.5% |
| YTD | +51.9% | -11.2% | +63.1% | +53.0% |
| 1Y | +66.0% | -40.5% | +106.5% | +79.3% |
| 3Y | +102.7% | +196.3% | -93.5% | +63.4% |
| 5Y | +138.9% | -67.0% | +205.9% | +158.4% |
| All | +138.9% | -67.4% | +206.3% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling