+612.2%
FCX vs SITM
+4,608.4%
-3,996.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | -1.4% |
| 7D | -4.9% | +9.7% | -14.6% | -7.1% |
| 30D | +4.8% | +12.7% | -7.9% | +0.1% |
| 3M | +4.6% | -13.4% | +18.0% | +5.7% |
| 6M | +10.8% | +59.6% | -48.8% | -5.9% |
| YTD | +44.2% | +73.3% | -29.1% | +18.1% |
| 1Y | +59.6% | +165.5% | -106.0% | +15.1% |
| 3Y | +82.2% | +368.7% | -286.5% | +3.5% |
| 5Y | +115.6% | +172.5% | -56.9% | +22.8% |
| All | +612.2% | +4,608.4% | -3,996.2% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling