+61.5%
FCX vs SIMO
+154.7%
-93.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.5% | +1.6% |
| 7D | -4.9% | -22.0% | +17.1% | +0.5% |
| 30D | -17.1% | -43.0% | +25.9% | -6.0% |
| 3M | -12.7% | -39.1% | +26.5% | -3.7% |
| 6M | -2.0% | -33.3% | +31.3% | +3.9% |
| YTD | +18.1% | +77.0% | -58.9% | -8.4% |
| 1Y | +55.2% | +73.0% | -17.8% | +21.0% |
| 3Y | +74.3% | +215.7% | -141.4% | +9.4% |
| All | +61.5% | +154.7% | -93.2% | +1.2% |
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 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