+60.3%
FCX vs SEI
+18.6%
+41.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -16.9% | +18.3% | +5.1% |
| 7D | -6.0% | -16.4% | +10.4% | -2.8% |
| 30D | -13.6% | -22.9% | +9.3% | -9.5% |
| 3M | -6.8% | -0.3% | -6.5% | -9.4% |
| 6M | +13.2% | -22.3% | +35.5% | +15.9% |
| YTD | +24.4% | +26.2% | -1.8% | +13.8% |
| 1Y | +60.3% | +8.2% | +52.1% | +49.9% |
| All | +60.3% | +18.6% | +41.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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