+383.2%
FCX vs SO
+193.6%
+189.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.2% |
| 7D | +4.4% | -0.9% | +5.3% | +4.7% |
| 30D | -16.3% | +4.9% | -21.3% | -17.8% |
| 3M | -12.5% | +0.8% | -13.3% | -12.9% |
| 6M | -8.0% | +0.6% | -8.6% | -8.9% |
| YTD | +20.1% | +8.7% | +11.5% | +15.4% |
| 1Y | +45.9% | +4.0% | +42.0% | +42.3% |
| 3Y | +86.2% | +50.6% | +35.7% | +53.2% |
| 5Y | +57.1% | +77.5% | -20.4% | +19.4% |
| All | +383.2% | +193.6% | +189.6% | +289.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling