+47.5%
FCX vs SITM
+47.8%
-0.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -0.9% |
| 7D | -0.3% | +6.6% | -6.9% | -1.5% |
| 30D | -14.7% | -15.3% | +0.6% | -12.6% |
| 3M | -11.2% | -35.4% | +24.2% | -5.1% |
| 6M | -11.4% | -46.8% | +35.4% | -3.5% |
| YTD | +17.7% | +25.9% | -8.1% | +7.1% |
| 1Y | +47.5% | +54.0% | -6.5% | +26.8% |
| All | +47.5% | +47.8% | -0.3% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling