-3.1%
FCX vs SIMO
-28.1%
+25.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.7% | -5.7% | +0.7% |
| 7D | -0.8% | +0.9% | -1.7% | -1.2% |
| 30D | -15.1% | -25.4% | +10.3% | -9.5% |
| 3M | -9.6% | -17.8% | +8.1% | -7.2% |
| 6M | -3.1% | -29.6% | +26.5% | -1.7% |
| All | -3.1% | -28.1% | +25.0% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling