+55.4%
FCX vs SIMO
+170.3%
-115.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -0.6% |
| 7D | -0.3% | +4.1% | -4.4% | -1.3% |
| 30D | -14.7% | -24.0% | +9.2% | -9.7% |
| 3M | -11.2% | -31.8% | +20.6% | -4.5% |
| 6M | -11.4% | -36.9% | +25.5% | -4.9% |
| YTD | +17.7% | +84.8% | -67.1% | -9.3% |
| 1Y | +47.5% | +99.0% | -51.5% | +10.9% |
| 3Y | +83.9% | +217.9% | -134.1% | +15.9% |
| All | +55.4% | +170.3% | -115.0% | -1.8% |
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