+114.3%
FCX vs SIMO
+269.6%
-155.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -1.9% |
| 7D | -4.9% | +4.2% | -9.1% | -5.9% |
| 30D | +4.8% | +4.1% | +0.7% | +2.8% |
| 3M | +4.6% | -12.9% | +17.5% | +5.7% |
| 6M | +10.8% | +110.3% | -99.5% | -13.7% |
| YTD | +44.2% | +178.6% | -134.4% | +1.9% |
| 1Y | +59.6% | +220.0% | -160.4% | +7.2% |
| 3Y | +82.2% | +409.0% | -326.8% | +3.7% |
| All | +114.3% | +269.6% | -155.2% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling