+612.2%
FCX vs SIRI
-10.2%
+622.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -2.3% | +0.6% | -2.8% | -2.5% |
| 30D | +2.7% | +2.5% | +0.2% | +1.7% |
| 3M | +7.4% | +6.6% | +0.8% | +4.4% |
| 6M | +16.0% | +32.9% | -16.9% | +4.4% |
| YTD | +40.9% | +50.5% | -9.5% | +20.4% |
| 1Y | +56.4% | +28.0% | +28.5% | +41.1% |
| 3Y | +84.2% | -22.4% | +106.6% | +84.5% |
| 5Y | +114.6% | -41.3% | +155.9% | +120.7% |
| All | +612.2% | -10.2% | +622.4% | +470.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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