+472.7%
FCX vs SEI
+605.9%
-133.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -0.3% | +10.5% | -10.8% | -3.1% |
| 30D | -14.7% | -8.0% | -6.7% | -14.2% |
| 3M | -11.2% | +6.7% | -17.9% | -15.7% |
| 6M | -11.4% | -17.0% | +5.6% | -10.8% |
| YTD | +17.7% | +39.7% | -21.9% | -0.8% |
| 1Y | +47.5% | +43.2% | +4.3% | +22.3% |
| 3Y | +83.9% | +676.3% | -592.5% | -30.6% |
| 5Y | +54.0% | +891.0% | -837.1% | -52.5% |
| All | +472.7% | +605.9% | -133.2% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling