-11.4%
FCX vs SITM
-48.3%
+36.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -0.7% |
| 7D | -0.3% | +6.6% | -6.9% | -1.7% |
| 30D | -14.7% | -15.3% | +0.6% | -12.2% |
| 3M | -11.2% | -35.4% | +24.2% | -4.0% |
| 6M | -11.4% | -46.8% | +35.4% | +7.7% |
| All | -11.4% | -48.3% | +36.9% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling