+60.3%
FCX vs SO
+3.3%
+57.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.1% |
| 7D | -6.0% | +1.7% | -7.8% | -5.3% |
| 30D | -13.6% | +11.1% | -24.7% | -10.4% |
| 3M | -6.8% | +0.7% | -7.5% | -6.4% |
| 6M | +13.2% | -1.4% | +14.5% | +13.2% |
| YTD | +24.4% | +9.4% | +15.0% | +26.1% |
| 1Y | +60.3% | +3.7% | +56.5% | +62.7% |
| All | +60.3% | +3.3% | +57.0% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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