+724.2%
FCX vs SGI
+263.3%
+460.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | +3.1% | +0.6% | +2.5% | +2.8% |
| 30D | +8.1% | +5.5% | +2.6% | +5.4% |
| 3M | +18.9% | -3.6% | +22.5% | +19.9% |
| 6M | +26.6% | -15.0% | +41.6% | +33.7% |
| YTD | +51.2% | -23.0% | +74.2% | +65.5% |
| 1Y | +75.6% | -18.4% | +94.0% | +86.9% |
| 3Y | +101.7% | +57.8% | +44.0% | +61.1% |
| 5Y | +134.6% | +51.5% | +83.2% | +81.3% |
| 10Y | +724.2% | +275.2% | +449.0% | +250.5% |
| All | +724.2% | +263.3% | +460.9% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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