+75.6%
FCX vs SFM
-47.5%
+123.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.6% |
| 7D | +3.1% | -7.2% | +10.3% | +2.9% |
| 30D | +8.1% | -14.3% | +22.4% | +7.6% |
| 3M | +18.9% | -13.7% | +32.7% | +18.5% |
| 6M | +26.6% | -6.0% | +32.6% | +25.9% |
| YTD | +51.2% | -8.2% | +59.4% | +51.0% |
| 1Y | +75.6% | -46.2% | +121.8% | +124.6% |
| All | +75.6% | -47.5% | +123.1% | +124.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling