+612.2%
FCX vs SHAK
+87.2%
+525.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.1% |
| 7D | -2.3% | -8.3% | +6.0% | +0.1% |
| 30D | +2.7% | -12.6% | +15.3% | +6.7% |
| 3M | +7.4% | +9.1% | -1.7% | +3.9% |
| 6M | +16.0% | -31.2% | +47.3% | +25.5% |
| YTD | +40.9% | -21.6% | +62.5% | +45.7% |
| 1Y | +56.4% | -38.8% | +95.2% | +73.8% |
| 3Y | +84.2% | +0.6% | +83.6% | +63.6% |
| 5Y | +114.6% | -22.5% | +137.2% | +92.9% |
| All | +612.2% | +87.2% | +525.0% | +295.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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