+585.6%
FCX vs SEI
+644.4%
-58.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.7% |
| 7D | -2.3% | +22.6% | -24.9% | -8.2% |
| 30D | +2.7% | +9.1% | -6.4% | -0.7% |
| 3M | +7.4% | -11.3% | +18.7% | +8.9% |
| 6M | +16.0% | +22.0% | -6.0% | +5.7% |
| YTD | +40.9% | +47.3% | -6.3% | +20.0% |
| 1Y | +56.4% | +124.8% | -68.3% | +14.8% |
| 3Y | +84.2% | +591.3% | -507.1% | -25.2% |
| 5Y | +114.6% | +1,008.2% | -893.6% | -35.0% |
| All | +585.6% | +644.4% | -58.8% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling