+473.6%
FCX vs SGI
+2,083.6%
-1,609.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -4.9% | +8.5% | -13.4% | -7.5% |
| 30D | +4.8% | +0.7% | +4.1% | +4.3% |
| 3M | +4.6% | +0.6% | +4.0% | +3.9% |
| 6M | +10.8% | -17.9% | +28.8% | +17.5% |
| YTD | +44.2% | -21.2% | +65.4% | +54.4% |
| 1Y | +59.6% | -18.9% | +78.4% | +68.6% |
| 3Y | +82.2% | +52.6% | +29.6% | +54.1% |
| 5Y | +115.6% | +60.7% | +54.9% | +72.6% |
| 10Y | +670.6% | +278.1% | +392.4% | +317.9% |
| All | +473.6% | +2,083.6% | -1,609.9% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling