+60.3%
FCX vs SIMO
+94.5%
-34.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.6% | +10.9% | +3.0% |
| 7D | -6.0% | -16.9% | +10.9% | -3.2% |
| 30D | -13.6% | -35.4% | +21.8% | -7.6% |
| 3M | -6.8% | -31.9% | +25.1% | -1.9% |
| 6M | +13.2% | -19.3% | +32.5% | +16.9% |
| YTD | +24.4% | +98.5% | -74.1% | +8.4% |
| 1Y | +60.3% | +100.5% | -40.2% | +38.3% |
| All | +60.3% | +94.5% | -34.2% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling