+1,015.5%
FCX vs SHEL
+1,120.9%
-105.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.3% |
| 7D | -4.9% | +2.2% | -7.1% | -6.7% |
| 30D | +4.8% | +6.8% | -2.0% | -1.1% |
| 3M | +4.6% | +8.1% | -3.5% | -3.1% |
| 6M | +10.8% | +14.4% | -3.6% | -3.6% |
| YTD | +44.2% | +30.0% | +14.3% | +12.6% |
| 1Y | +59.6% | +33.3% | +26.2% | +21.3% |
| 3Y | +82.2% | +66.4% | +15.8% | +15.6% |
| 5Y | +115.6% | +178.6% | -62.9% | -13.1% |
| 10Y | +670.6% | +198.4% | +472.1% | +184.3% |
| All | +1,015.5% | +1,120.9% | -105.5% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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