+386.3%
FCX vs SO
+188.2%
+198.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.3% |
| 30D | -18.0% | +8.7% | -26.7% | -20.3% |
| 3M | -14.3% | +3.4% | -17.7% | -15.4% |
| 6M | -1.7% | +3.7% | -5.4% | -3.6% |
| YTD | +19.8% | +10.0% | +9.8% | +14.7% |
| 1Y | +48.6% | +6.6% | +42.1% | +43.7% |
| 3Y | +85.8% | +52.5% | +33.3% | +52.2% |
| 5Y | +72.2% | +76.1% | -3.8% | +31.5% |
| 10Y | +386.3% | +194.9% | +191.4% | +287.1% |
| All | +386.3% | +188.2% | +198.1% | +287.1% |
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