+199.4%
FCX vs SFM
+132.6%
+66.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | -0.3% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | +4.8% | -4.4% | +9.2% | +5.5% |
| 3M | +4.6% | +1.5% | +3.1% | +3.8% |
| 6M | +10.8% | +6.5% | +4.4% | +8.0% |
| YTD | +44.2% | +2.2% | +42.0% | +41.1% |
| 1Y | +59.6% | -41.9% | +101.5% | +73.3% |
| 3Y | +82.2% | +106.8% | -24.5% | +49.6% |
| 5Y | +115.6% | +231.6% | -115.9% | +54.9% |
| 10Y | +670.6% | +258.4% | +412.1% | +400.7% |
| All | +199.4% | +132.6% | +66.8% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling