+395.9%
FCX vs SIMO
+453.3%
-57.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.7% | -5.7% | +0.5% |
| 7D | -0.8% | +0.9% | -1.7% | -1.2% |
| 30D | -15.1% | -25.4% | +10.3% | -8.6% |
| 3M | -9.6% | -17.8% | +8.1% | -6.9% |
| 6M | -3.1% | -29.6% | +26.5% | +1.8% |
| YTD | +23.4% | +100.3% | -76.9% | -13.0% |
| 1Y | +52.7% | +100.4% | -47.7% | +7.5% |
| 3Y | +91.4% | +246.1% | -154.7% | +7.0% |
| 5Y | +62.7% | +189.8% | -127.1% | -9.7% |
| 10Y | +395.9% | +434.6% | -38.7% | +96.1% |
| All | +395.9% | +453.3% | -57.5% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling