+90.2%
FCX vs SFM
+107.8%
-17.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | 0.0% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | +4.8% | -4.4% | +9.2% | +5.1% |
| 3M | +4.6% | +1.5% | +3.1% | +4.2% |
| 6M | +10.8% | +6.5% | +4.4% | +9.2% |
| YTD | +44.2% | +2.2% | +42.0% | +42.7% |
| 1Y | +59.6% | -41.9% | +101.5% | +72.9% |
| All | +90.2% | +107.8% | -17.6% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling