+367.7%
FCX vs SE
+379.8%
-12.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.3% |
| 7D | -1.0% | +3.3% | -4.3% | -1.7% |
| 30D | -15.2% | -18.2% | +2.9% | -11.5% |
| 3M | -10.3% | -31.3% | +21.0% | -3.2% |
| 6M | +1.6% | -10.1% | +11.7% | +2.7% |
| YTD | +23.9% | -38.9% | +62.8% | +35.3% |
| 1Y | +58.0% | -48.0% | +106.0% | +78.1% |
| 3Y | +94.6% | +78.8% | +15.8% | +64.5% |
| 5Y | +70.4% | -77.1% | +147.5% | +105.6% |
| All | +367.7% | +379.8% | -12.1% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling