+386.3%
FCX vs SFM
+138.5%
+247.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.1% |
| 7D | -2.4% | -6.9% | +4.5% | -1.4% |
| 30D | -18.0% | -25.0% | +7.0% | -15.4% |
| 3M | -14.3% | -42.7% | +28.4% | -8.4% |
| 6M | -1.7% | -41.0% | +39.3% | +4.0% |
| YTD | +19.8% | -38.7% | +58.5% | +25.1% |
| 1Y | +48.6% | -38.1% | +86.8% | +54.8% |
| 3Y | +85.8% | +19.3% | +66.5% | +70.6% |
| 5Y | +72.2% | +103.1% | -30.9% | +41.1% |
| 10Y | +386.3% | +131.1% | +255.2% | +278.7% |
| All | +386.3% | +138.5% | +247.8% | +278.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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