+134.6%
FCX vs SITM
+164.5%
-29.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +3.1% | +3.7% | -0.6% | +2.1% |
| 30D | +8.1% | -14.5% | +22.6% | +11.8% |
| 3M | +18.9% | -10.6% | +29.5% | +19.2% |
| 6M | +26.6% | +65.5% | -38.9% | +6.4% |
| YTD | +51.2% | +67.0% | -15.9% | +24.8% |
| 1Y | +75.6% | +138.6% | -63.1% | +29.9% |
| 3Y | +101.7% | +421.8% | -320.1% | +11.1% |
| 5Y | +134.6% | +172.4% | -37.8% | +30.7% |
| All | +134.6% | +164.5% | -29.9% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling