+430.7%
FCX vs SIMO
+434.7%
-4.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.7% | -0.8% | +3.2% |
| 7D | -1.0% | -8.5% | +7.4% | +1.1% |
| 30D | -15.2% | -34.8% | +19.6% | -5.1% |
| 3M | -10.3% | -32.8% | +22.6% | -2.1% |
| 6M | +1.6% | -32.0% | +33.6% | +7.8% |
| YTD | +23.9% | +87.0% | -63.2% | -10.8% |
| 1Y | +58.0% | +86.1% | -28.1% | +13.8% |
| 3Y | +94.6% | +226.4% | -131.8% | +10.8% |
| 5Y | +70.4% | +172.1% | -101.8% | -3.5% |
| 10Y | +430.7% | +408.0% | +22.6% | +117.2% |
| All | +430.7% | +434.7% | -4.0% | +117.2% |
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