+115.0%
FCX vs SIRI
-42.5%
+157.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.2% | -7.8% | -6.8% |
| 7D | -1.9% | -3.0% | +1.1% | -1.3% |
| 30D | +3.4% | +1.3% | +2.1% | +3.1% |
| 3M | +15.0% | +5.6% | +9.4% | +13.2% |
| 6M | +14.6% | +35.2% | -20.5% | +7.1% |
| YTD | +41.2% | +49.1% | -7.9% | +28.7% |
| 1Y | +60.4% | +26.8% | +33.6% | +51.1% |
| 3Y | +88.4% | -23.7% | +112.1% | +88.7% |
| 5Y | +115.0% | -41.8% | +156.9% | +133.8% |
| All | +115.0% | -42.5% | +157.5% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling