+485.6%
FCX vs SLB
-16.2%
+501.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.3% |
| 7D | -4.9% | -7.1% | +2.2% | -0.5% |
| 30D | -17.1% | +4.1% | -21.2% | -19.3% |
| 3M | -12.7% | -2.6% | -10.0% | -12.1% |
| 6M | -2.0% | -8.6% | +6.6% | +1.5% |
| YTD | +18.1% | +32.2% | -14.1% | -3.9% |
| 1Y | +55.2% | +40.7% | +14.5% | +21.1% |
| 3Y | +74.3% | -4.5% | +78.9% | +69.1% |
| 5Y | +71.9% | +66.4% | +5.5% | +8.2% |
| All | +485.6% | -16.2% | +501.9% | +464.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 10y: compounded portfolio wealth divided by compounded SLB 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…
10y analysis · Full analysis span regression · 6 months rolling