+157.1%
FCX vs SFM
+41.7%
+115.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.7% |
| 7D | -1.0% | -10.2% | +9.2% | +0.8% |
| 30D | -15.2% | -23.9% | +8.7% | -12.0% |
| 3M | -10.3% | -42.3% | +32.0% | -2.5% |
| 6M | +1.6% | -40.1% | +41.7% | +8.8% |
| YTD | +23.9% | -37.8% | +61.6% | +30.5% |
| 1Y | +58.0% | -37.1% | +95.1% | +65.9% |
| 3Y | +94.6% | +21.5% | +73.0% | +73.4% |
| 5Y | +70.4% | +103.8% | -33.4% | +31.7% |
| 10Y | +430.7% | +142.0% | +288.7% | +262.7% |
| All | +157.1% | +41.7% | +115.5% | +94.6% |
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 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