+138.9%
FCX vs SGI
+61.8%
+77.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.8% | +5.5% |
| 7D | +5.7% | +9.3% | -3.6% | +1.7% |
| 30D | +10.1% | +6.9% | +3.2% | +6.7% |
| 3M | +20.2% | +2.8% | +17.3% | +17.9% |
| 6M | +29.7% | -12.6% | +42.3% | +35.4% |
| YTD | +51.9% | -21.5% | +73.5% | +65.2% |
| 1Y | +66.0% | -18.8% | +84.7% | +77.3% |
| 3Y | +102.7% | +60.8% | +41.9% | +61.4% |
| 5Y | +138.9% | +60.0% | +78.8% | +75.7% |
| All | +138.9% | +61.8% | +77.0% | +75.7% |
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