+62.7%
FCX vs SGI
+48.7%
+14.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.2% |
| 7D | -0.8% | -10.5% | +9.7% | +3.8% |
| 30D | -15.1% | +0.1% | -15.2% | -15.6% |
| 3M | -9.6% | -4.0% | -5.6% | -8.9% |
| 6M | -3.1% | -5.6% | +2.6% | -2.2% |
| YTD | +23.4% | -29.5% | +53.0% | +39.4% |
| 1Y | +52.7% | -31.5% | +84.2% | +74.5% |
| 3Y | +91.4% | +71.6% | +19.8% | +48.7% |
| 5Y | +62.7% | +50.5% | +12.2% | +19.9% |
| All | +62.7% | +48.7% | +14.0% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling